+15.2%
NEE vs BBWI
-67.2%
+82.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.8% | -7.7% | +5.0% | -2.2% |
| 30D | +9.5% | +24.8% | -15.2% | +7.6% |
| 3M | +1.0% | +16.2% | -15.2% | -0.4% |
| 6M | -8.0% | +15.8% | -23.8% | -9.5% |
| YTD | +9.4% | +11.4% | -2.0% | +7.5% |
| 1Y | +3.1% | +3.2% | -0.1% | +1.5% |
| 3Y | +70.5% | -23.5% | +94.0% | +69.1% |
| 5Y | +15.2% | -67.4% | +82.6% | +23.2% |
| All | +15.2% | -67.2% | +82.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling