+27.1%
NEE vs ADVB
-96.8%
+123.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | 0.0% |
| 7D | -2.1% | +27.8% | -29.9% | -2.5% |
| 30D | +8.6% | -50.8% | +59.4% | +9.5% |
| 3M | -0.3% | -70.5% | +70.2% | +1.3% |
| 6M | -8.9% | -46.7% | +37.8% | -9.3% |
| YTD | +8.3% | -56.7% | +65.0% | +7.6% |
| 1Y | +4.3% | -71.8% | +76.0% | +4.5% |
| All | +27.1% | -96.8% | +123.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling