+284.2%
NEE vs BAH
+198.8%
+85.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | +8.6% | +20.8% | -12.2% | +4.5% |
| 3M | -0.3% | +11.6% | -11.9% | -2.8% |
| 6M | -8.9% | +23.1% | -32.0% | -13.6% |
| YTD | +8.3% | +5.3% | +3.1% | +5.1% |
| 1Y | +4.3% | +6.1% | -1.9% | +0.6% |
| 3Y | +70.7% | -27.5% | +98.2% | +74.0% |
| 5Y | +12.8% | +6.2% | +6.6% | -1.4% |
| All | +284.2% | +198.8% | +85.4% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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