+590.9%
JPM vs NEE
+251.4%
+339.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -1.3% | +0.7% | -0.3% |
| 30D | -2.5% | -3.3% | +0.9% | -1.6% |
| 3M | +14.1% | -2.3% | +16.4% | +14.8% |
| 6M | +25.1% | -8.9% | +34.0% | +27.9% |
| YTD | +12.1% | +4.8% | +7.4% | +10.0% |
| 1Y | +18.8% | +18.7% | +0.1% | +12.4% |
| 3Y | +163.4% | +33.2% | +130.2% | +132.3% |
| 5Y | +156.5% | +10.9% | +145.7% | +137.2% |
| All | +590.9% | +251.4% | +339.5% | +499.6% |
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