+244.8%
NEE vs DVA
+187.8%
+57.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | -3.3% | 0.0% | -3.4% | -3.4% |
| 3M | -2.3% | -10.9% | +8.7% | -1.1% |
| 6M | -8.9% | +17.3% | -26.1% | -11.6% |
| YTD | +4.8% | +59.8% | -55.0% | -3.3% |
| 1Y | +18.7% | +36.3% | -17.5% | +12.0% |
| 3Y | +33.2% | +88.6% | -55.4% | +19.0% |
| 5Y | +10.9% | +47.5% | -36.7% | +1.2% |
| All | +244.8% | +187.8% | +57.0% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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