+12.2%
NEE vs ALK
-25.3%
+37.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -2.2% | -19.2% | +17.1% | -0.1% |
| 3M | -1.2% | -1.5% | +0.3% | -1.4% |
| 6M | -8.6% | -13.1% | +4.5% | -7.9% |
| YTD | +6.2% | -16.4% | +22.6% | +7.1% |
| 1Y | +21.1% | -33.1% | +54.2% | +25.2% |
| 3Y | +36.4% | +0.6% | +35.8% | +27.8% |
| All | +12.2% | -25.3% | +37.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling