+253.2%
NEE vs BP
+132.0%
+121.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -0.5% | +4.0% | -4.5% | -1.2% |
| 30D | -1.7% | +7.8% | -9.5% | -3.0% |
| 3M | -1.8% | +8.4% | -10.2% | -3.4% |
| 6M | -8.8% | +15.1% | -23.9% | -11.4% |
| YTD | +5.2% | +36.4% | -31.2% | -1.0% |
| 1Y | +21.3% | +40.9% | -19.6% | +13.4% |
| 3Y | +35.2% | +38.8% | -3.7% | +25.5% |
| 5Y | +10.1% | +141.1% | -131.0% | -8.7% |
| 10Y | +253.2% | +133.9% | +119.3% | +174.8% |
| All | +253.2% | +132.0% | +121.2% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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