+2,926.4%
V vs NEE
+825.0%
+2,101.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -1.7% | +1.9% | -3.7% | -2.4% |
| 30D | +2.0% | -2.2% | +4.1% | +2.8% |
| 3M | +17.4% | -1.2% | +18.5% | +17.8% |
| 6M | +17.5% | -8.6% | +26.1% | +20.8% |
| YTD | +7.6% | +6.2% | +1.4% | +3.8% |
| 1Y | +7.7% | +21.1% | -13.4% | -1.7% |
| 3Y | +54.7% | +36.4% | +18.3% | +28.7% |
| 5Y | +73.0% | +11.4% | +61.7% | +53.7% |
| 10Y | +390.9% | +250.0% | +140.9% | +142.4% |
| All | +2,926.4% | +825.0% | +2,101.4% | +743.9% |
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