+7,238.0%
NEE vs BP
+1,327.5%
+5,910.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | +1.9% | +3.9% | -2.0% | +1.0% |
| 30D | -2.2% | +7.6% | -9.8% | -3.8% |
| 3M | -1.2% | +0.7% | -1.9% | -1.7% |
| 6M | -8.6% | +15.5% | -24.0% | -12.1% |
| YTD | +6.2% | +30.8% | -24.6% | -1.0% |
| 1Y | +21.1% | +34.3% | -13.2% | +12.1% |
| 3Y | +36.4% | +35.1% | +1.3% | +24.7% |
| 5Y | +11.4% | +126.8% | -115.5% | -11.9% |
| 10Y | +250.0% | +123.4% | +126.6% | +159.7% |
| All | +7,238.0% | +1,327.5% | +5,910.5% | +4,023.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling