+10.9%
NEE vs B
+154.3%
-143.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +0.5% | +12.2% | -11.7% | -2.1% |
| 6M | -6.5% | -2.1% | -4.4% | -7.1% |
| YTD | +6.7% | +2.9% | +3.8% | +4.3% |
| 1Y | +23.6% | +55.3% | -31.7% | +9.6% |
| 3Y | +37.1% | +198.7% | -161.6% | +1.8% |
| 5Y | +10.9% | +153.8% | -142.8% | -15.9% |
| All | +10.9% | +154.3% | -143.4% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling