+2,983.2%
NEE vs BB
+258.8%
+2,724.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | -5.6% | +7.6% | +2.2% |
| 30D | -2.2% | -11.8% | +9.6% | -1.7% |
| 3M | -1.2% | -25.5% | +24.4% | -0.3% |
| 6M | -8.6% | +121.3% | -129.8% | -12.1% |
| YTD | +6.2% | +103.2% | -97.0% | +2.4% |
| 1Y | +21.1% | +102.6% | -81.5% | +16.6% |
| 3Y | +36.4% | +37.5% | -1.1% | +31.5% |
| 5Y | +11.4% | -30.4% | +41.8% | +9.0% |
| 10Y | +250.0% | 0.0% | +250.0% | +223.9% |
| All | +2,983.2% | +258.8% | +2,724.4% | +2,929.7% |
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