+285.0%
NEE vs A
+300.7%
-15.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +9.0% | +0.8% | +8.2% | +8.6% |
| 3M | +0.2% | +16.9% | -16.7% | -4.6% |
| 6M | -8.5% | +53.8% | -62.3% | -20.2% |
| YTD | +8.6% | +28.1% | -19.5% | -0.5% |
| 1Y | +2.2% | +15.0% | -12.9% | -3.2% |
| 3Y | +69.1% | +63.1% | +6.0% | +37.8% |
| 5Y | +13.0% | +11.5% | +1.6% | +3.5% |
| All | +285.0% | +300.7% | -15.7% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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