+253.2%
NEE vs BUD
-24.2%
+277.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -1.7% | -6.1% | +4.5% | -0.3% |
| 3M | -1.8% | -3.8% | +1.9% | -1.1% |
| 6M | -8.8% | +8.2% | -17.0% | -10.8% |
| YTD | +5.2% | +23.6% | -18.4% | -0.3% |
| 1Y | +21.3% | +33.4% | -12.1% | +12.7% |
| 3Y | +35.2% | +45.3% | -10.1% | +22.4% |
| 5Y | +10.1% | +44.3% | -34.1% | -1.7% |
| 10Y | +253.2% | -22.8% | +276.0% | +225.8% |
| All | +253.2% | -24.2% | +277.4% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling