+33.8%
NEE vs BLDR
-56.4%
+90.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | -1.7% | -14.7% | +13.0% | -0.1% |
| 3M | -1.8% | -20.8% | +19.0% | +0.3% |
| 6M | -8.8% | -35.3% | +26.5% | -4.8% |
| YTD | +5.2% | -40.3% | +45.5% | +10.6% |
| 1Y | +21.3% | -56.3% | +77.6% | +32.5% |
| All | +33.8% | -56.4% | +90.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling