+919.7%
NEE vs BX
+910.6%
+9.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | -0.2% | -2.3% | +2.1% | +0.1% |
| 3M | +0.5% | +18.5% | -18.0% | -2.9% |
| 6M | -6.5% | +23.7% | -30.3% | -10.8% |
| YTD | +6.7% | -10.4% | +17.1% | +7.7% |
| 1Y | +23.6% | -19.6% | +43.2% | +27.0% |
| 3Y | +37.1% | +30.8% | +6.3% | +26.0% |
| 5Y | +10.9% | +24.3% | -13.4% | -0.2% |
| 10Y | +245.4% | +679.5% | -434.1% | +121.2% |
| All | +919.7% | +910.6% | +9.1% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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