+244.8%
NEE vs BKR
+125.3%
+119.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.3% | -7.0% | +5.6% | -0.5% |
| 30D | -3.3% | -8.1% | +4.8% | -2.4% |
| 3M | -2.3% | -6.6% | +4.4% | -1.6% |
| 6M | -8.9% | +0.9% | -9.7% | -9.4% |
| YTD | +4.8% | +31.1% | -26.3% | +0.7% |
| 1Y | +18.7% | +27.7% | -9.0% | +14.3% |
| 3Y | +33.2% | +71.2% | -38.0% | +21.7% |
| 5Y | +10.9% | +177.6% | -166.8% | -6.7% |
| All | +244.8% | +125.3% | +119.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling