+939.0%
NEE vs BAH
+1,077.1%
-138.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | +9.5% | +18.0% | -8.5% | +6.4% |
| 3M | +1.0% | +11.4% | -10.4% | -1.1% |
| 6M | -8.0% | +17.7% | -25.7% | -11.3% |
| YTD | +9.4% | +5.4% | +4.1% | +6.7% |
| 1Y | +3.1% | +2.8% | +0.4% | +0.8% |
| 3Y | +70.5% | -26.7% | +97.1% | +73.4% |
| 5Y | +15.2% | +8.1% | +7.2% | +5.9% |
| 10Y | +291.2% | +202.5% | +88.7% | +207.2% |
| All | +939.0% | +1,077.1% | -138.1% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling