+33.2%
NEE vs BTDR
+4.4%
+28.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -3.3% | +32.6% | -35.9% | -4.1% |
| 3M | -2.3% | -32.2% | +30.0% | -1.6% |
| 6M | -8.9% | +52.4% | -61.2% | -10.7% |
| YTD | +4.8% | +6.7% | -1.9% | +3.4% |
| 1Y | +18.7% | -15.2% | +34.0% | +17.4% |
| 3Y | +33.2% | +14.9% | +18.4% | +13.7% |
| All | +33.2% | +4.4% | +28.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling