+52.9%
NEE vs BTSG
+382.3%
-329.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.4% | 0.0% |
| 7D | -1.9% | -5.8% | +3.9% | -1.7% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | -2.4% | -4.5% | +2.1% | -2.4% |
| 6M | -8.6% | +40.0% | -48.6% | -10.1% |
| YTD | +4.9% | +54.6% | -49.6% | +2.7% |
| 1Y | +19.4% | +106.1% | -86.7% | +15.3% |
| All | +52.9% | +382.3% | -329.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling