+5,427.0%
NEE vs ALL
+3,667.9%
+1,759.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 6M | -8.6% | +22.3% | -30.9% | -13.4% |
| YTD | +6.2% | +26.5% | -20.3% | -0.5% |
| 1Y | +21.1% | +27.0% | -5.9% | +13.2% |
| 3Y | +36.4% | +149.6% | -113.2% | +7.1% |
| 5Y | +11.4% | +118.1% | -106.7% | -10.8% |
| 10Y | +250.0% | +369.0% | -119.0% | +131.2% |
| All | +5,427.0% | +3,667.9% | +1,759.2% | +2,396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling