+7,238.0%
NEE vs ADP
+11,097.1%
-3,859.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.1% |
| 7D | +1.9% | -3.4% | +5.4% | +3.0% |
| 30D | -2.2% | +2.8% | -4.9% | -3.0% |
| 3M | -1.2% | +20.9% | -22.1% | -6.9% |
| 6M | -8.6% | +29.9% | -38.4% | -16.2% |
| YTD | +6.2% | +9.6% | -3.5% | +2.0% |
| 1Y | +21.1% | -5.3% | +26.4% | +21.4% |
| 3Y | +36.4% | +16.5% | +19.9% | +27.4% |
| 5Y | +11.4% | +49.4% | -38.0% | -3.6% |
| 10Y | +250.0% | +282.2% | -32.2% | +131.5% |
| All | +7,238.0% | +11,097.1% | -3,859.2% | +2,382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling