+465.0%
JPM vs NEE
+289.4%
+175.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | -2.1% | +5.6% | +4.1% |
| 30D | +3.3% | +8.6% | -5.4% | +0.8% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | +16.4% | -8.9% | +25.3% | +19.2% |
| YTD | +9.5% | +8.3% | +1.2% | +6.3% |
| 1Y | +14.0% | +4.3% | +9.8% | +11.9% |
| 3Y | +153.1% | +70.7% | +82.3% | +104.5% |
| 5Y | +134.9% | +12.8% | +122.1% | +116.2% |
| All | +465.0% | +289.4% | +175.6% | +394.0% |
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 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