+126.1%
TLT vs NEE
+2,648.9%
-2,522.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.7% | -3.4% | +0.7% | -2.8% |
| 30D | +2.2% | +9.0% | -6.9% | +2.3% |
| 3M | -1.7% | +0.2% | -1.9% | -1.7% |
| 6M | -4.0% | -8.5% | +4.5% | -4.1% |
| YTD | -4.9% | +8.6% | -13.5% | -4.7% |
| 1Y | -7.4% | +2.2% | -9.5% | -7.3% |
| 3Y | +3.0% | +69.1% | -66.1% | +5.0% |
| 5Y | -35.1% | +13.0% | -48.1% | -35.1% |
| 10Y | -12.7% | +288.0% | -300.8% | -2.2% |
| All | +126.1% | +2,648.9% | -2,522.8% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling