+10,848.8%
JPM vs NEE
+7,386.6%
+3,462.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | -2.1% | +5.6% | +4.4% |
| 30D | +3.3% | +8.6% | -5.4% | -0.4% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | +16.4% | -8.9% | +25.3% | +20.6% |
| YTD | +9.5% | +8.3% | +1.2% | +4.7% |
| 1Y | +14.0% | +4.3% | +9.8% | +10.8% |
| 3Y | +153.1% | +70.7% | +82.3% | +88.4% |
| 5Y | +134.9% | +12.8% | +122.1% | +104.2% |
| 10Y | +485.7% | +287.2% | +198.5% | +164.6% |
| All | +10,848.8% | +7,386.6% | +3,462.2% | +906.9% |
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