+154.6%
JPM vs NEE
+9.7%
+144.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -2.3% | -1.9% | -0.4% | -2.1% |
| 30D | -2.3% | -3.1% | +0.8% | -1.9% |
| 3M | +14.9% | -2.4% | +17.3% | +15.3% |
| 6M | +23.6% | -8.6% | +32.2% | +25.1% |
| YTD | +11.3% | +4.9% | +6.4% | +10.1% |
| 1Y | +19.9% | +19.4% | +0.5% | +16.3% |
| 3Y | +162.6% | +34.9% | +127.7% | +143.9% |
| 5Y | +154.6% | +11.0% | +143.6% | +140.3% |
| All | +154.6% | +9.7% | +144.9% | +140.3% |
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