+253.2%
NEE vs ADP
+270.4%
-17.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -0.5% | -5.7% | +5.1% | +1.7% |
| 30D | -1.7% | -3.1% | +1.4% | -0.6% |
| 3M | -1.8% | +15.6% | -17.4% | -8.0% |
| 6M | -8.8% | +20.8% | -29.6% | -16.8% |
| YTD | +5.2% | +4.7% | +0.5% | +1.7% |
| 1Y | +21.3% | -8.3% | +29.6% | +24.5% |
| 3Y | +35.2% | +13.6% | +21.6% | +23.5% |
| 5Y | +10.1% | +45.0% | -34.9% | -11.3% |
| 10Y | +253.2% | +279.0% | -25.8% | +99.0% |
| All | +253.2% | +270.4% | -17.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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