+4,237.3%
NEE vs DVA
+5,166.5%
-929.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -0.5% | +2.0% | -2.6% | -0.7% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | -1.8% | -7.7% | +5.8% | -1.4% |
| 6M | -8.8% | +20.0% | -28.8% | -10.5% |
| YTD | +5.2% | +61.1% | -55.9% | +0.6% |
| 1Y | +21.3% | +33.9% | -12.5% | +17.7% |
| 3Y | +35.2% | +91.5% | -56.3% | +26.9% |
| 5Y | +10.1% | +41.8% | -31.6% | +4.6% |
| 10Y | +253.2% | +187.5% | +65.7% | +215.2% |
| All | +4,237.3% | +5,166.5% | -929.2% | +3,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling