+37.7%
NEE vs ALL
+155.4%
-117.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -2.2% | -1.5% | -0.7% | -1.9% |
| 3M | -1.2% | +23.6% | -24.8% | -7.4% |
| 6M | -8.6% | +22.3% | -30.9% | -14.2% |
| YTD | +6.2% | +26.5% | -20.3% | -1.6% |
| 1Y | +21.1% | +27.0% | -5.9% | +11.7% |
| All | +37.7% | +155.4% | -117.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling