+903.5%
NEE vs CAPR
-99.1%
+1,002.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.0% |
| 30D | -2.2% | +139.2% | -141.3% | -2.6% |
| 3M | -1.2% | -66.4% | +65.2% | -1.0% |
| 6M | -8.6% | -63.1% | +54.6% | -8.5% |
| YTD | +6.2% | -67.4% | +73.6% | +6.3% |
| 1Y | +21.1% | +58.2% | -37.1% | +19.2% |
| 3Y | +36.4% | +42.2% | -5.8% | +33.5% |
| 5Y | +11.4% | +87.3% | -75.9% | +8.7% |
| 10Y | +250.0% | -75.3% | +325.2% | +237.8% |
| All | +903.5% | -99.1% | +1,002.6% | +843.0% |
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