+244.8%
NEE vs BAH
+207.9%
+36.9%
-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% | -0.4% | -0.2% |
| 7D | -1.3% | +4.3% | -5.6% | -2.2% |
| 30D | -3.3% | -2.5% | -0.9% | -2.9% |
| 3M | -2.3% | -0.9% | -1.3% | -2.5% |
| 6M | -8.9% | +1.5% | -10.3% | -10.0% |
| YTD | +4.8% | -8.0% | +12.7% | +4.6% |
| 1Y | +18.7% | -24.7% | +43.5% | +23.9% |
| 3Y | +33.2% | -28.4% | +61.6% | +33.8% |
| 5Y | +10.9% | +2.8% | +8.1% | -3.1% |
| All | +244.8% | +207.9% | +36.9% | +177.6% |
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