+3,334.8%
NEE vs A
+457.0%
+2,877.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.9% | -1.9% | +3.9% | +2.2% |
| 30D | -2.2% | +6.9% | -9.1% | -3.1% |
| 3M | -1.2% | +9.2% | -10.4% | -2.5% |
| 6M | -8.6% | +25.7% | -34.2% | -11.8% |
| YTD | +6.2% | +11.5% | -5.3% | +4.0% |
| 1Y | +21.1% | +18.4% | +2.7% | +17.6% |
| 3Y | +36.4% | +26.6% | +9.8% | +30.0% |
| 5Y | +11.4% | -12.8% | +24.2% | +10.7% |
| 10Y | +250.0% | +247.2% | +2.8% | +195.1% |
| All | +3,334.8% | +457.0% | +2,877.8% | +2,400.7% |
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