+55.4%
NEE vs BTSG
+421.3%
-365.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | +1.1% | +5.7% | -4.7% | +0.9% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | +0.5% | +5.6% | -5.1% | +0.2% |
| 6M | -6.5% | +50.8% | -57.3% | -8.3% |
| YTD | +6.7% | +67.0% | -60.3% | +4.2% |
| 1Y | +23.6% | +145.5% | -121.9% | +18.5% |
| All | +55.4% | +421.3% | -365.9% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling