+32.6%
NEE vs COMP
-52.0%
+84.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +3.6% | -18.8% | +22.4% | +4.7% |
| 6M | -7.5% | +10.5% | -18.0% | -8.7% |
| YTD | +10.7% | -3.4% | +14.1% | +9.4% |
| 1Y | +9.1% | +19.7% | -10.6% | +6.0% |
| 3Y | +61.0% | +381.6% | -320.6% | +34.8% |
| 5Y | +16.3% | -17.6% | +33.9% | +3.0% |
| All | +32.6% | -52.0% | +84.5% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling