+15.8%
BABA vs NEE
+270.3%
-254.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +3.8% | +2.2% | +1.7% | +3.4% |
| 30D | -5.4% | +12.3% | -17.6% | -7.7% |
| 3M | -17.9% | +3.4% | -21.3% | -18.6% |
| 6M | -24.1% | -5.3% | -18.8% | -23.3% |
| YTD | -27.4% | +10.6% | -38.0% | -29.5% |
| 1Y | -36.1% | +6.5% | -42.5% | -37.4% |
| 3Y | +35.4% | +73.5% | -38.2% | +16.4% |
| 5Y | -30.1% | +17.0% | -47.1% | -35.1% |
| 10Y | +15.8% | +281.9% | -266.0% | -8.1% |
| All | +15.8% | +270.3% | -254.4% | -8.1% |
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