+3,404.4%
NEE vs A
+543.3%
+2,861.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +8.6% | 0.0% | +8.6% | +8.5% |
| 3M | -0.3% | +16.7% | -17.0% | -2.5% |
| 6M | -8.9% | +54.8% | -63.8% | -14.6% |
| YTD | +8.3% | +28.8% | -20.5% | +3.9% |
| 1Y | +4.3% | +19.3% | -15.1% | +1.0% |
| 3Y | +70.7% | +65.5% | +5.2% | +56.8% |
| 5Y | +12.8% | +12.1% | +0.7% | +8.4% |
| 10Y | +287.2% | +305.4% | -18.1% | +219.5% |
| All | +3,404.4% | +543.3% | +2,861.1% | +2,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling