+1,366.8%
NEE vs EXPE
+851.4%
+515.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | +1.9% | -9.5% | +11.5% | +3.2% |
| 30D | -2.2% | -6.6% | +4.5% | -1.4% |
| 3M | -1.2% | +31.4% | -32.6% | -4.8% |
| 6M | -8.6% | +35.2% | -43.7% | -12.8% |
| YTD | +6.2% | +5.8% | +0.4% | +4.0% |
| 1Y | +21.1% | +38.7% | -17.6% | +13.9% |
| 3Y | +36.4% | +175.8% | -139.4% | +13.6% |
| 5Y | +11.4% | +111.8% | -100.5% | -6.8% |
| 10Y | +250.0% | +179.7% | +70.3% | +162.2% |
| All | +1,366.8% | +851.4% | +515.4% | +614.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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