+479.2%
NEE vs AR
-27.2%
+506.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +1.9% | +2.5% | -0.6% | +1.8% |
| 30D | -2.2% | +14.8% | -17.0% | -2.7% |
| 3M | -1.2% | +6.2% | -7.4% | -1.5% |
| 6M | -8.6% | +4.3% | -12.8% | -8.8% |
| YTD | +6.2% | +14.4% | -8.2% | +5.4% |
| 1Y | +21.1% | +21.3% | -0.2% | +19.8% |
| 3Y | +36.4% | +39.8% | -3.4% | +33.5% |
| 5Y | +11.4% | +142.1% | -130.7% | +7.4% |
| 10Y | +250.0% | +52.0% | +197.9% | +217.5% |
| All | +479.2% | -27.2% | +506.4% | +454.6% |
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