+1,416.8%
NEE vs EXPE
+710.1%
+706.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +2.3% | -11.2% | +13.5% | +3.7% |
| 30D | +11.5% | -7.5% | +18.9% | +12.3% |
| 3M | +2.6% | -19.1% | +21.7% | +4.9% |
| 6M | -6.0% | +10.7% | -16.7% | -7.8% |
| YTD | +9.8% | -9.9% | +19.7% | +9.4% |
| 1Y | +4.7% | -4.6% | +9.3% | +3.4% |
| 3Y | +71.0% | +116.8% | -45.8% | +47.1% |
| 5Y | +15.8% | +38.6% | -22.8% | +2.9% |
| 10Y | +287.3% | +115.9% | +171.4% | +199.6% |
| All | +1,416.8% | +710.1% | +706.7% | +651.1% |
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