+291.2%
NEE vs ADP
+319.4%
-28.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | +9.5% | +11.9% | -2.4% | +4.8% |
| 3M | +1.0% | +13.7% | -12.7% | -4.2% |
| 6M | -8.0% | +46.8% | -54.7% | -22.0% |
| YTD | +9.4% | +21.8% | -12.3% | -0.3% |
| 1Y | +3.1% | +23.5% | -20.4% | -6.8% |
| 3Y | +70.5% | +44.1% | +26.4% | +41.5% |
| 5Y | +15.2% | +49.9% | -34.7% | -7.7% |
| 10Y | +291.2% | +318.8% | -27.6% | +103.4% |
| All | +291.2% | +319.4% | -28.2% | +103.4% |
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