+27.2%
NEE vs COMP
-47.7%
+74.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +1.9% | +1.4% | +0.6% | +1.8% |
| 30D | -2.2% | -13.3% | +11.2% | -1.3% |
| 3M | -1.2% | +41.1% | -42.3% | -3.7% |
| 6M | -8.6% | +17.2% | -25.7% | -10.3% |
| YTD | +6.2% | +5.2% | +1.0% | +4.6% |
| 1Y | +21.1% | +18.9% | +2.2% | +17.7% |
| 3Y | +36.4% | +215.9% | -179.5% | +18.1% |
| 5Y | +11.4% | -31.2% | +42.6% | -1.5% |
| All | +27.2% | -47.7% | +74.9% | +12.7% |
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