+128.4%
TLT vs NEE
+2,680.5%
-2,552.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.2% |
| 30D | +3.7% | +11.5% | -7.8% | +3.9% |
| 3M | -0.7% | +2.6% | -3.3% | -0.6% |
| 6M | -4.2% | -6.0% | +1.8% | -4.3% |
| YTD | -4.0% | +9.8% | -13.8% | -3.7% |
| 1Y | -5.8% | +4.7% | -10.5% | -5.7% |
| 3Y | +4.1% | +71.0% | -66.9% | +6.1% |
| 5Y | -34.8% | +15.8% | -50.6% | -34.7% |
| 10Y | -12.3% | +287.3% | -299.6% | -1.9% |
| All | +128.4% | +2,680.5% | -2,552.1% | +210.5% |
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 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