+10.9%
NEE vs ADM
+64.4%
-53.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -0.2% | +11.0% | -11.3% | -2.5% |
| 3M | +0.5% | +6.0% | -5.5% | -0.9% |
| 6M | -6.5% | +26.9% | -33.5% | -11.9% |
| YTD | +6.7% | +50.0% | -43.3% | -3.3% |
| 1Y | +23.6% | +39.6% | -16.0% | +13.6% |
| 3Y | +37.1% | +18.5% | +18.6% | +27.2% |
| 5Y | +10.9% | +62.6% | -51.6% | +2.8% |
| All | +10.9% | +64.4% | -53.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling