+284.2%
NEE vs D
+48.0%
+236.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.2% |
| 30D | +8.6% | +7.7% | +0.9% | +3.3% |
| 3M | -0.3% | -0.3% | 0.0% | 0.0% |
| 6M | -8.9% | +10.1% | -19.0% | -15.2% |
| YTD | +8.3% | +19.1% | -10.7% | -4.5% |
| 1Y | +4.3% | +15.9% | -11.6% | -6.6% |
| 3Y | +70.7% | +75.0% | -4.3% | +13.9% |
| 5Y | +12.8% | +13.4% | -0.6% | +0.7% |
| All | +284.2% | +48.0% | +236.2% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling