+17.6%
NEE vs COMP
-17.6%
+35.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.2% | -2.2% |
| 7D | +3.9% | +13.4% | -9.6% | +2.9% |
| 30D | +12.8% | +11.1% | +1.7% | +11.8% |
| 3M | +3.6% | -18.8% | +22.4% | +4.7% |
| 6M | -7.5% | +10.5% | -18.0% | -8.8% |
| YTD | +10.7% | -3.4% | +14.1% | +9.3% |
| 1Y | +9.1% | +19.7% | -10.6% | +5.8% |
| 3Y | +61.0% | +381.6% | -320.6% | +33.5% |
| All | +17.6% | -17.6% | +35.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling