+287.3%
NEE vs COO
+38.3%
+248.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.3% | +4.5% | -2.2% | +0.9% |
| 30D | +11.5% | +16.9% | -5.4% | +6.3% |
| 3M | +2.6% | -16.7% | +19.3% | +7.8% |
| 6M | -6.0% | +5.9% | -11.9% | -8.8% |
| YTD | +9.8% | -22.4% | +32.2% | +17.3% |
| 1Y | +4.7% | -10.1% | +14.8% | +6.3% |
| 3Y | +71.0% | -22.8% | +93.8% | +76.6% |
| 5Y | +15.8% | -41.4% | +57.2% | +29.2% |
| 10Y | +287.3% | +41.3% | +246.0% | +235.6% |
| All | +287.3% | +38.3% | +248.9% | +235.6% |
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