+245.4%
NEE vs D
+35.9%
+209.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.6% |
| 30D | -0.2% | -0.7% | +0.5% | +0.3% |
| 3M | +0.5% | +2.1% | -1.6% | -0.9% |
| 6M | -6.5% | +6.8% | -13.4% | -11.2% |
| YTD | +6.7% | +16.5% | -9.8% | -4.7% |
| 1Y | +23.6% | +19.2% | +4.5% | +8.3% |
| 3Y | +37.1% | +61.9% | -24.7% | -3.8% |
| 5Y | +10.9% | +6.5% | +4.4% | +3.1% |
| 10Y | +245.4% | +35.3% | +210.1% | +164.1% |
| All | +245.4% | +35.9% | +209.5% | +164.1% |
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