+2,608.7%
NEE vs BG
+1,185.2%
+1,423.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.4% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | -0.2% | +15.0% | -15.3% | -3.0% |
| 3M | +0.5% | -0.7% | +1.2% | +0.3% |
| 6M | -6.5% | +7.5% | -14.0% | -8.4% |
| YTD | +6.7% | +41.6% | -34.9% | -1.0% |
| 1Y | +23.6% | +50.7% | -27.1% | +12.9% |
| 3Y | +37.1% | +20.3% | +16.8% | +29.4% |
| 5Y | +10.9% | +85.2% | -74.3% | -5.8% |
| 10Y | +245.4% | +160.6% | +84.7% | +159.9% |
| All | +2,608.7% | +1,185.2% | +1,423.5% | +1,584.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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