+10.9%
NEE vs BAH
-2.8%
+13.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +1.6% |
| 30D | -0.2% | -4.5% | +4.2% | +0.2% |
| 3M | +0.5% | -7.6% | +8.1% | +1.2% |
| 6M | -6.5% | -10.6% | +4.1% | -5.7% |
| YTD | +6.7% | -12.6% | +19.3% | +7.2% |
| 1Y | +23.6% | -27.0% | +50.6% | +27.7% |
| 3Y | +37.1% | -31.5% | +68.6% | +34.3% |
| 5Y | +10.9% | -3.8% | +14.7% | -7.4% |
| All | +10.9% | -2.8% | +13.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling