+503.6%
NEE vs AR
-33.4%
+537.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | +3.9% | -14.3% | +18.1% | +4.5% |
| 30D | +12.8% | +1.4% | +11.4% | +12.7% |
| 3M | +3.6% | +3.4% | +0.2% | +3.3% |
| 6M | -7.5% | -2.1% | -5.4% | -7.5% |
| YTD | +10.7% | +4.7% | +6.0% | +10.2% |
| 1Y | +9.1% | +10.6% | -1.5% | +8.3% |
| 3Y | +61.0% | +24.6% | +36.4% | +58.2% |
| 5Y | +16.3% | +71.9% | -55.6% | +13.1% |
| 10Y | +264.6% | +46.4% | +218.2% | +231.1% |
| All | +503.6% | -33.4% | +537.0% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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