+244.8%
NEE vs BN
+265.2%
-20.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.3% | -5.2% | +3.8% | +0.4% |
| 30D | -3.3% | -14.5% | +11.2% | +1.8% |
| 3M | -2.3% | -15.0% | +12.7% | +3.0% |
| 6M | -8.9% | -5.4% | -3.5% | -7.9% |
| YTD | +4.8% | -16.4% | +21.2% | +10.0% |
| 1Y | +18.7% | -16.2% | +35.0% | +24.1% |
| 3Y | +33.2% | +67.5% | -34.3% | +3.8% |
| 5Y | +10.9% | +34.1% | -23.3% | -8.4% |
| All | +244.8% | +265.2% | -20.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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