+21.9%
BAC vs NEE
+17.3%
+4.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.0% | +2.2% | -0.2% | +1.6% |
| 30D | -6.9% | +12.3% | -19.2% | -9.0% |
| 3M | -19.6% | +3.4% | -23.0% | -20.1% |
| 6M | -0.5% | -5.3% | +4.8% | +0.4% |
| YTD | -6.6% | +10.6% | -17.2% | -9.1% |
| 1Y | -3.0% | +6.5% | -9.4% | -4.8% |
| 3Y | +97.3% | +73.5% | +23.8% | +68.5% |
| 5Y | +21.9% | +17.0% | +4.9% | +5.1% |
| All | +21.9% | +17.3% | +4.6% | +5.1% |
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 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