+11.5%
NEE vs ALK
-31.3%
+42.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +8.6% | +7.7% | +0.9% | +7.6% |
| 3M | -0.3% | -19.0% | +18.7% | +1.6% |
| 6M | -8.9% | -0.2% | -8.7% | -9.6% |
| YTD | +8.3% | -23.5% | +31.8% | +10.0% |
| 1Y | +4.3% | -9.1% | +13.4% | +3.5% |
| 3Y | +70.7% | +12.0% | +58.7% | +55.1% |
| All | +11.5% | -31.3% | +42.8% | +7.8% |
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