+131.2%
TLT vs NEE
+2,588.9%
-2,457.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.4% | +1.9% | -2.4% | -0.4% |
| 30D | -0.6% | -2.2% | +1.6% | -0.6% |
| 3M | -2.7% | -1.2% | -1.6% | -2.8% |
| 6M | -5.6% | -8.6% | +2.9% | -5.8% |
| YTD | -2.8% | +6.2% | -9.0% | -2.6% |
| 1Y | -1.4% | +21.1% | -22.5% | -0.9% |
| 3Y | -1.6% | +36.4% | -38.0% | -0.6% |
| 5Y | -33.8% | +11.4% | -45.2% | -33.8% |
| 10Y | -21.1% | +250.0% | -271.1% | -12.3% |
| All | +131.2% | +2,588.9% | -2,457.7% | +214.1% |
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