+17.6%
NEE vs B
+134.6%
-117.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +3.9% | +9.6% | -5.7% | +2.3% |
| 30D | +12.8% | +3.5% | +9.3% | +11.9% |
| 3M | +3.6% | -1.6% | +5.1% | +3.3% |
| 6M | -7.5% | -1.7% | -5.8% | -8.2% |
| YTD | +10.7% | -5.3% | +16.0% | +9.5% |
| 1Y | +9.1% | +27.2% | -18.1% | +1.0% |
| 3Y | +61.0% | +166.1% | -105.1% | +22.0% |
| All | +17.6% | +134.6% | -117.0% | -9.0% |
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