+228.4%
UNH vs NEE
+251.4%
-23.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -1.3% | -3.2% | -4.1% |
| 30D | -6.5% | -3.3% | -3.2% | -5.6% |
| 3M | -6.0% | -2.3% | -3.7% | -5.4% |
| 6M | +33.7% | -8.9% | +42.5% | +37.0% |
| YTD | +16.4% | +4.8% | +11.6% | +13.8% |
| 1Y | +10.1% | +18.7% | -8.6% | +3.3% |
| 3Y | -16.3% | +33.2% | -49.6% | -27.5% |
| 5Y | +2.1% | +10.9% | -8.8% | -6.5% |
| All | +228.4% | +251.4% | -23.0% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling