+11.4%
NEE vs BTDR
-69.9%
+81.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.6% | +10.5% | +4.8% |
| 7D | +9.2% | -17.6% | +26.7% | +9.1% |
| 30D | +16.0% | -40.3% | +56.2% | +15.9% |
| 3M | +2.2% | -42.6% | +44.8% | +2.2% |
| 6M | -6.0% | -46.3% | +40.3% | -6.4% |
| YTD | +12.6% | -41.7% | +54.3% | +11.4% |
| 1Y | +11.4% | -69.4% | +80.8% | +13.1% |
| All | +11.4% | -69.9% | +81.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling