+19.4%
NEE vs BAX
-0.8%
+20.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.6% |
| 30D | -3.1% | -12.4% | +9.3% | -2.4% |
| 3M | -2.4% | +19.1% | -21.5% | -3.6% |
| 6M | -8.6% | +38.6% | -47.2% | -10.4% |
| YTD | +4.9% | +26.7% | -21.8% | +2.4% |
| 1Y | +19.4% | +1.0% | +18.4% | +18.5% |
| All | +19.4% | -0.8% | +20.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling