+7,238.0%
NEE vs D
+2,347.4%
+4,890.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.9% | +1.5% | +0.5% | +0.9% |
| 30D | -2.2% | -2.6% | +0.4% | -0.4% |
| 3M | -1.2% | 0.0% | -1.2% | -1.2% |
| 6M | -8.6% | +7.4% | -15.9% | -13.7% |
| YTD | +6.2% | +15.9% | -9.7% | -5.1% |
| 1Y | +21.1% | +18.1% | +3.0% | +6.4% |
| 3Y | +36.4% | +58.4% | -22.0% | -3.4% |
| 5Y | +11.4% | +5.2% | +6.2% | +3.9% |
| 10Y | +250.0% | +35.9% | +214.1% | +163.3% |
| All | +7,238.0% | +2,347.4% | +4,890.6% | +868.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling