+284.2%
NEE vs B
+216.6%
+67.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.1% | -7.3% | +5.2% | -1.0% |
| 30D | +8.6% | -3.3% | +12.0% | +9.0% |
| 3M | -0.3% | -7.8% | +7.5% | +0.6% |
| 6M | -8.9% | -15.5% | +6.6% | -7.3% |
| YTD | +8.3% | -12.3% | +20.6% | +8.7% |
| 1Y | +4.3% | +5.4% | -1.1% | +1.0% |
| 3Y | +70.7% | +165.5% | -94.8% | +37.4% |
| 5Y | +12.8% | +107.0% | -94.2% | -6.7% |
| All | +284.2% | +216.6% | +67.6% | +195.3% |
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