+28.1%
BA vs NEE
+270.3%
-242.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.7% | +2.2% | -3.9% | -2.7% |
| 30D | -9.5% | +12.3% | -21.7% | -14.1% |
| 3M | -26.5% | +3.4% | -29.8% | -27.7% |
| 6M | -27.4% | -5.3% | -22.1% | -26.0% |
| YTD | -20.6% | +10.6% | -31.2% | -24.8% |
| 1Y | -11.4% | +6.5% | -17.9% | -14.8% |
| 3Y | -10.8% | +73.5% | -84.4% | -36.6% |
| 5Y | -21.9% | +17.0% | -38.9% | -32.6% |
| 10Y | +28.1% | +281.9% | -253.7% | -21.1% |
| All | +28.1% | +270.3% | -242.1% | -21.1% |
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 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