+937.7%
NEE vs CAPR
-99.1%
+1,036.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | +2.3% | +7.6% | -5.3% | +2.3% |
| 30D | +11.5% | +13.3% | -1.8% | +11.4% |
| 3M | +2.6% | +130.4% | -127.8% | +2.1% |
| 6M | -6.0% | -70.8% | +64.8% | -5.8% |
| YTD | +9.8% | -69.3% | +79.1% | +9.9% |
| 1Y | +4.7% | +59.5% | -54.8% | +3.1% |
| 3Y | +71.0% | +216.8% | -145.7% | +66.9% |
| 5Y | +15.8% | +152.7% | -136.9% | +12.9% |
| 10Y | +287.3% | -68.2% | +355.5% | +273.4% |
| All | +937.7% | -99.1% | +1,036.8% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling