+11.7%
BABA vs NEE
+290.2%
-278.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.2% | -6.9% |
| 7D | -12.7% | -3.4% | -9.3% | -12.0% |
| 30D | -14.9% | +9.0% | -23.9% | -16.4% |
| 3M | -24.6% | +0.2% | -24.8% | -24.7% |
| 6M | -29.3% | -8.5% | -20.9% | -28.1% |
| YTD | -35.0% | +8.6% | -43.6% | -36.6% |
| 1Y | -39.7% | +2.2% | -41.9% | -40.4% |
| 3Y | +21.2% | +69.1% | -47.9% | +4.8% |
| 5Y | -39.9% | +13.0% | -52.9% | -43.8% |
| All | +11.7% | +290.2% | -278.5% | -9.4% |
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