+291.2%
NEE vs ALK
-41.4%
+332.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.8% | +2.6% | -5.4% | -3.2% |
| 30D | +9.5% | +7.8% | +1.7% | +8.3% |
| 3M | +1.0% | -15.2% | +16.3% | +2.9% |
| 6M | -8.0% | +5.0% | -13.0% | -9.4% |
| YTD | +9.4% | -18.4% | +27.9% | +10.6% |
| 1Y | +3.1% | -2.4% | +5.6% | +1.4% |
| 3Y | +70.5% | +19.8% | +50.7% | +56.4% |
| 5Y | +15.2% | -27.8% | +43.0% | +12.4% |
| 10Y | +291.2% | -42.0% | +333.1% | +235.6% |
| All | +291.2% | -41.4% | +332.6% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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