+281.9%
NEE vs ALK
-37.5%
+319.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -1.0% |
| 7D | +2.2% | +8.9% | -6.8% | +0.9% |
| 30D | +12.3% | +5.9% | +6.3% | +11.2% |
| 3M | +3.4% | -16.5% | +19.9% | +5.5% |
| 6M | -5.3% | +2.1% | -7.4% | -6.4% |
| YTD | +10.6% | -17.1% | +27.7% | +11.5% |
| 1Y | +6.5% | -2.9% | +9.3% | +4.8% |
| 3Y | +73.5% | +24.5% | +49.1% | +58.3% |
| 5Y | +17.0% | -29.1% | +46.1% | +14.5% |
| 10Y | +281.9% | -39.1% | +321.0% | +222.7% |
| All | +281.9% | -37.5% | +319.3% | +222.7% |
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