+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | -2.2% | -3.6% | +1.4% | +0.3% |
| 3M | -1.2% | -1.0% | -0.2% | -0.5% |
| 6M | -8.6% | +6.3% | -14.8% | -13.0% |
| YTD | +6.2% | +14.7% | -8.5% | -4.4% |
| 1Y | +21.1% | +16.9% | +4.2% | +7.2% |
| 3Y | +36.4% | +56.8% | -20.4% | -2.8% |
| 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% | +868.9% |
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