+942.4%
NEE vs BAH
+1,084.3%
-141.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +11.5% | +18.2% | -6.7% | +8.2% |
| 3M | +2.6% | +13.1% | -10.5% | +0.2% |
| 6M | -6.0% | +15.2% | -21.2% | -9.0% |
| YTD | +9.8% | +6.0% | +3.8% | +6.9% |
| 1Y | +4.7% | +3.1% | +1.6% | +2.3% |
| 3Y | +71.0% | -26.2% | +97.2% | +73.8% |
| 5Y | +15.8% | +9.3% | +6.5% | +6.3% |
| 10Y | +287.3% | +212.3% | +75.0% | +202.8% |
| All | +942.4% | +1,084.3% | -141.9% | +551.8% |
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