+3,077.8%
NEE vs BB
+338.1%
+2,739.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.4% |
| 7D | -2.8% | +7.3% | -10.1% | -3.1% |
| 30D | +9.5% | +11.2% | -1.7% | +8.9% |
| 3M | +1.0% | +4.7% | -3.6% | +0.6% |
| 6M | -8.0% | +51.1% | -59.1% | -10.1% |
| YTD | +9.4% | +148.0% | -138.6% | +4.4% |
| 1Y | +3.1% | +106.1% | -103.0% | -0.9% |
| 3Y | +70.5% | +158.2% | -87.8% | +60.0% |
| 5Y | +15.2% | -10.8% | +26.0% | +11.6% |
| 10Y | +291.2% | +29.3% | +261.9% | +257.8% |
| All | +3,077.8% | +338.1% | +2,739.8% | +2,991.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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