+7,539.6%
NEE vs D
+2,436.6%
+5,103.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +1.6% |
| 30D | +12.3% | +10.7% | +1.5% | +4.6% |
| 3M | +3.4% | +2.3% | +1.1% | +1.9% |
| 6M | -5.3% | +12.5% | -17.8% | -13.4% |
| YTD | +10.6% | +20.1% | -9.5% | -3.5% |
| 1Y | +6.5% | +15.6% | -9.1% | -4.8% |
| 3Y | +73.5% | +75.2% | -1.6% | +14.6% |
| 5Y | +17.0% | +14.6% | +2.4% | +3.0% |
| 10Y | +281.9% | +43.8% | +238.1% | +176.0% |
| All | +7,539.6% | +2,436.6% | +5,103.0% | +884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling