+72.9%
BAC vs NEE
+12.6%
+60.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +16.9% | +0.5% | +16.4% | +16.8% |
| 6M | +29.6% | -6.5% | +36.1% | +30.9% |
| YTD | +15.3% | +6.7% | +8.6% | +13.0% |
| 1Y | +28.8% | +23.6% | +5.2% | +22.3% |
| 3Y | +136.4% | +37.1% | +99.3% | +112.8% |
| 5Y | +72.9% | +10.9% | +62.0% | +53.7% |
| All | +72.9% | +12.6% | +60.3% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling