+287.3%
NEE vs ADP
+315.9%
-28.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +2.3% | +3.2% | -0.9% | +1.1% |
| 30D | +11.5% | +12.8% | -1.3% | +6.3% |
| 3M | +2.6% | +12.3% | -9.7% | -2.2% |
| 6M | -6.0% | +45.4% | -51.4% | -20.0% |
| YTD | +9.8% | +21.4% | -11.6% | +0.1% |
| 1Y | +4.7% | +23.7% | -19.0% | -5.5% |
| 3Y | +71.0% | +43.6% | +27.4% | +42.1% |
| 5Y | +15.8% | +48.7% | -32.9% | -6.9% |
| 10Y | +287.3% | +316.1% | -28.8% | +99.7% |
| All | +287.3% | +315.9% | -28.6% | +99.7% |
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