+10.1%
NEE vs BBWI
-68.8%
+79.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.9% |
| 7D | -0.5% | -4.4% | +3.9% | -0.2% |
| 30D | -1.7% | -7.4% | +5.7% | -1.2% |
| 3M | -1.8% | -2.2% | +0.4% | -2.0% |
| 6M | -8.8% | -16.3% | +7.5% | -8.1% |
| YTD | +5.2% | -9.1% | +14.3% | +5.1% |
| 1Y | +21.3% | -34.5% | +55.9% | +24.1% |
| 3Y | +35.2% | -47.0% | +82.2% | +38.3% |
| 5Y | +10.1% | -68.8% | +79.0% | +17.0% |
| All | +10.1% | -68.8% | +79.0% | +17.0% |
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