+28.2%
BABA vs NEE
+381.3%
-353.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | -11.9% | -2.2% | -9.7% | -11.5% |
| 3M | -9.3% | -1.2% | -8.1% | -9.2% |
| 6M | -14.2% | -8.6% | -5.7% | -12.8% |
| YTD | -22.0% | +6.2% | -28.2% | -23.6% |
| 1Y | -12.7% | +21.1% | -33.8% | -17.2% |
| 3Y | +26.7% | +36.4% | -9.7% | +14.2% |
| 5Y | -29.3% | +11.4% | -40.7% | -33.8% |
| 10Y | +21.2% | +250.0% | -228.7% | -17.5% |
| All | +28.2% | +381.3% | -353.1% | -25.0% |
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 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