+245.4%
NEE vs B
+186.6%
+58.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.7% |
| 30D | -0.2% | +1.4% | -1.6% | -0.6% |
| 3M | +0.5% | +12.2% | -11.7% | -1.9% |
| 6M | -6.5% | -2.1% | -4.4% | -7.1% |
| YTD | +6.7% | +2.9% | +3.8% | +4.6% |
| 1Y | +23.6% | +55.3% | -31.7% | +11.9% |
| 3Y | +37.1% | +198.7% | -161.6% | +8.6% |
| 5Y | +10.9% | +153.8% | -142.8% | -11.0% |
| 10Y | +245.4% | +193.4% | +51.9% | +168.4% |
| All | +245.4% | +186.6% | +58.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling