+1,003.0%
BE vs NEE
+139.5%
+863.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.8% | +6.8% |
| 7D | +9.0% | -1.3% | +10.4% | +10.2% |
| 30D | +16.3% | -3.3% | +19.6% | +19.4% |
| 3M | +10.8% | -2.3% | +13.0% | +12.0% |
| 6M | +73.2% | -8.9% | +82.1% | +84.1% |
| YTD | +217.4% | +4.8% | +212.6% | +201.1% |
| 1Y | +309.8% | +18.7% | +291.1% | +250.2% |
| 3Y | +1,726.2% | +33.2% | +1,692.9% | +1,237.4% |
| 5Y | +1,306.2% | +10.9% | +1,295.3% | +1,112.9% |
| All | +1,003.0% | +139.5% | +863.5% | +699.5% |
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