-5.9%
TLT vs NEE
+21.2%
-27.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.6% | -1.9% | +0.4% | -1.4% |
| 30D | -1.3% | -3.1% | +1.8% | -1.1% |
| 3M | -3.7% | -2.4% | -1.3% | -3.5% |
| 6M | -6.4% | -8.6% | +2.2% | -5.8% |
| YTD | -4.5% | +4.9% | -9.4% | -4.2% |
| 1Y | -5.9% | +19.4% | -25.2% | -4.0% |
| All | -5.9% | +21.2% | -27.0% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling