+7,238.0%
NEE vs BAX
+900.4%
+6,337.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.0% |
| 7D | +1.9% | -1.1% | +3.1% | +2.2% |
| 30D | -2.2% | -5.5% | +3.3% | -1.1% |
| 3M | -1.2% | +33.5% | -34.7% | -7.2% |
| 6M | -8.6% | +35.9% | -44.4% | -14.8% |
| YTD | +6.2% | +35.4% | -29.2% | -1.7% |
| 1Y | +21.1% | +9.8% | +11.4% | +16.5% |
| 3Y | +36.4% | -32.7% | +69.1% | +42.2% |
| 5Y | +11.4% | -65.6% | +76.9% | +32.1% |
| 10Y | +250.0% | -34.9% | +284.9% | +262.7% |
| All | +7,238.0% | +900.4% | +6,337.5% | +4,628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling