+288.1%
NEE vs ALL
+368.2%
-80.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.8% | -2.6% | -0.2% | -2.0% |
| 30D | +9.5% | +12.7% | -3.2% | +5.1% |
| 3M | +1.0% | +0.4% | +0.6% | +0.7% |
| 6M | -8.0% | +23.8% | -31.8% | -15.2% |
| YTD | +9.4% | +27.8% | -18.3% | -0.7% |
| 1Y | +3.1% | +28.9% | -25.7% | -6.8% |
| 3Y | +70.5% | +113.9% | -43.4% | +26.0% |
| 5Y | +15.2% | +157.4% | -142.2% | -22.5% |
| All | +288.1% | +368.2% | -80.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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