+7,238.0%
NEE vs B
+803.7%
+6,434.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | -2.2% | +9.4% | -11.6% | -2.9% |
| 3M | -1.2% | +5.0% | -6.2% | -1.8% |
| 6M | -8.6% | -3.5% | -5.0% | -8.7% |
| YTD | +6.2% | +4.5% | +1.7% | +5.3% |
| 1Y | +21.1% | +67.8% | -46.7% | +15.8% |
| 3Y | +36.4% | +196.7% | -160.3% | +24.8% |
| 5Y | +11.4% | +151.9% | -140.6% | +2.4% |
| 10Y | +250.0% | +202.2% | +47.8% | +215.3% |
| All | +7,238.0% | +803.7% | +6,434.2% | +6,926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling