+284.2%
NEE vs COO
+41.1%
+243.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +8.6% | +14.2% | -5.5% | +4.3% |
| 3M | -0.3% | -18.2% | +17.9% | +5.4% |
| 6M | -8.9% | +5.3% | -14.3% | -11.5% |
| YTD | +8.3% | -23.6% | +31.9% | +16.2% |
| 1Y | +4.3% | -12.7% | +16.9% | +6.8% |
| 3Y | +70.7% | -24.2% | +94.9% | +77.4% |
| 5Y | +12.8% | -40.0% | +52.8% | +24.8% |
| All | +284.2% | +41.1% | +243.1% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling