-34.8%
TLT vs NEE
+16.2%
-51.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | +3.7% | +11.5% | -7.8% | +2.2% |
| 3M | -0.7% | +2.6% | -3.3% | -1.1% |
| 6M | -4.2% | -6.0% | +1.8% | -3.6% |
| YTD | -4.0% | +9.8% | -13.8% | -5.4% |
| 1Y | -5.8% | +4.7% | -10.5% | -6.7% |
| 3Y | +4.1% | +71.0% | -66.9% | -4.9% |
| 5Y | -34.8% | +15.8% | -50.6% | -36.5% |
| All | -34.8% | +16.2% | -51.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling