+911.4%
NEE vs BUD
+218.9%
+692.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +2.2% | +1.3% | +0.8% | +1.8% |
| 30D | +12.3% | +10.0% | +2.2% | +9.5% |
| 3M | +3.4% | +1.6% | +1.8% | +2.8% |
| 6M | -5.3% | +6.5% | -11.8% | -7.1% |
| YTD | +10.6% | +34.8% | -24.3% | +1.9% |
| 1Y | +6.5% | +36.5% | -30.0% | -2.3% |
| 3Y | +73.5% | +49.0% | +24.6% | +54.4% |
| 5Y | +17.0% | +51.7% | -34.7% | +2.2% |
| 10Y | +281.9% | -7.5% | +289.4% | +258.0% |
| All | +911.4% | +218.9% | +692.6% | +518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling