+11,024.8%
JPM vs NEE
+7,273.1%
+3,751.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.4% | +1.1% | -1.5% | -0.9% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +14.1% | +0.5% | +13.6% | +13.7% |
| 6M | +23.3% | -6.5% | +29.8% | +26.2% |
| YTD | +11.3% | +6.7% | +4.6% | +7.2% |
| 1Y | +23.0% | +23.6% | -0.6% | +10.9% |
| 3Y | +162.6% | +37.1% | +125.4% | +114.4% |
| 5Y | +152.8% | +10.9% | +141.8% | +121.3% |
| 10Y | +583.6% | +245.4% | +338.3% | +225.6% |
| All | +11,024.8% | +7,273.1% | +3,751.7% | +931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling