+245.4%
NEE vs CAPR
-78.6%
+324.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | -0.2% |
| 7D | -1.9% | -10.6% | +8.6% | -1.9% |
| 30D | -3.1% | +111.2% | -114.3% | -3.6% |
| 3M | -2.4% | -67.2% | +64.8% | -2.2% |
| 6M | -8.6% | -75.1% | +66.6% | -8.3% |
| YTD | +4.9% | -71.2% | +76.2% | +5.1% |
| 1Y | +19.4% | +31.1% | -11.7% | +17.4% |
| 3Y | +34.9% | +31.3% | +3.5% | +31.4% |
| 5Y | +11.0% | +69.4% | -58.4% | +7.8% |
| All | +245.4% | -78.6% | +324.0% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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