+7,238.0%
NEE vs BBWI
+1,034.6%
+6,203.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.1% |
| 7D | +1.9% | +1.5% | +0.4% | +1.8% |
| 30D | -2.2% | -5.2% | +3.0% | -1.8% |
| 3M | -1.2% | +11.1% | -12.3% | -2.8% |
| 6M | -8.6% | -13.4% | +4.8% | -7.9% |
| YTD | +6.2% | +0.1% | +6.1% | +4.9% |
| 1Y | +21.1% | -36.1% | +57.2% | +24.9% |
| 3Y | +36.4% | -44.1% | +80.5% | +39.4% |
| 5Y | +11.4% | -66.2% | +77.6% | +17.7% |
| 10Y | +250.0% | -54.8% | +304.8% | +223.4% |
| All | +7,238.0% | +1,034.6% | +6,203.3% | +4,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling