+23.7%
NEE vs BTDR
+26.7%
-3.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | +0.4% |
| 7D | +1.1% | +22.4% | -21.3% | +0.7% |
| 30D | -0.2% | +16.5% | -16.7% | -0.6% |
| 3M | +0.5% | -31.5% | +32.0% | +1.1% |
| 6M | -6.5% | +74.0% | -80.6% | -8.4% |
| YTD | +6.7% | +13.0% | -6.3% | +5.4% |
| 1Y | +23.6% | -0.2% | +23.8% | +22.1% |
| 3Y | +37.1% | +9.9% | +27.2% | +28.6% |
| 5Y | +10.9% | +28.1% | -17.2% | +4.5% |
| All | +23.7% | +26.7% | -3.0% | +16.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling