+244.8%
NEE vs A
+256.4%
-11.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.9% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | -3.3% | -0.9% | -2.4% | -3.2% |
| 3M | -2.3% | +13.6% | -15.9% | -6.1% |
| 6M | -8.9% | +27.8% | -36.7% | -16.2% |
| YTD | +4.8% | +8.6% | -3.9% | +1.0% |
| 1Y | +18.7% | +16.9% | +1.9% | +11.5% |
| 3Y | +33.2% | +32.9% | +0.3% | +15.8% |
| 5Y | +10.9% | -14.1% | +25.0% | +10.5% |
| All | +244.8% | +256.4% | -11.6% | +135.6% |
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