-19.8%
TLT vs NEE
+243.3%
-263.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | 0.0% | -1.7% | +1.7% | +0.1% |
| 3M | -2.9% | -1.8% | -1.0% | -2.8% |
| 6M | -6.3% | -8.8% | +2.6% | -5.8% |
| YTD | -3.3% | +5.2% | -8.5% | -3.7% |
| 1Y | -4.2% | +21.3% | -25.6% | -5.5% |
| 3Y | -1.7% | +35.2% | -36.9% | -4.1% |
| 5Y | -34.9% | +10.1% | -45.0% | -36.4% |
| 10Y | -19.8% | +253.2% | -273.0% | -35.7% |
| All | -19.8% | +243.3% | -263.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling