+284.2%
NEE vs CAPR
-65.7%
+349.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | -2.1% | +5.9% | -8.0% | -2.2% |
| 30D | +8.6% | +44.6% | -36.0% | +8.4% |
| 3M | -0.3% | +126.4% | -126.7% | -0.8% |
| 6M | -8.9% | -68.6% | +59.7% | -8.8% |
| YTD | +8.3% | -67.0% | +75.3% | +8.4% |
| 1Y | +4.3% | +65.2% | -60.9% | +2.4% |
| 3Y | +70.7% | +235.6% | -164.8% | +65.7% |
| 5Y | +12.8% | +175.4% | -162.6% | +9.4% |
| All | +284.2% | -65.7% | +349.9% | +270.9% |
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