+10.9%
NEE vs ALL
+117.0%
-106.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | -0.2% | -4.7% | +4.5% | +1.0% |
| 3M | +0.5% | +18.4% | -17.8% | -4.4% |
| 6M | -6.5% | +20.5% | -27.0% | -11.7% |
| YTD | +6.7% | +23.5% | -16.8% | -0.2% |
| 1Y | +23.6% | +29.0% | -5.4% | +13.8% |
| 3Y | +37.1% | +153.7% | -116.6% | +3.7% |
| 5Y | +10.9% | +114.8% | -103.9% | -11.1% |
| All | +10.9% | +117.0% | -106.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling