+253.2%
NEE vs ALL
+359.1%
-105.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -1.7% | -5.6% | +3.9% | +0.2% |
| 3M | -1.8% | +17.2% | -19.1% | -7.6% |
| 6M | -8.8% | +23.2% | -32.1% | -15.8% |
| YTD | +5.2% | +23.6% | -18.4% | -3.3% |
| 1Y | +21.3% | +29.2% | -7.8% | +9.4% |
| 3Y | +35.2% | +153.8% | -118.6% | -6.3% |
| 5Y | +10.1% | +116.1% | -106.0% | -20.6% |
| 10Y | +253.2% | +364.8% | -111.6% | +93.6% |
| All | +253.2% | +359.1% | -105.9% | +93.6% |
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