+860.4%
NEE vs BR
+1,281.7%
-421.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.5% | -5.0% | +4.5% | +1.2% |
| 30D | -1.7% | -2.5% | +0.8% | -1.0% |
| 3M | -1.8% | +13.5% | -15.3% | -6.7% |
| 6M | -8.8% | -9.4% | +0.6% | -6.8% |
| YTD | +5.2% | -23.3% | +28.5% | +13.7% |
| 1Y | +21.3% | -31.6% | +52.9% | +36.7% |
| 3Y | +35.2% | -5.1% | +40.3% | +33.4% |
| 5Y | +10.1% | +8.2% | +1.9% | +2.4% |
| 10Y | +253.2% | +189.8% | +63.4% | +125.6% |
| All | +860.4% | +1,281.7% | -421.3% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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