+7.1%
NEE vs GEHC
+2.6%
+4.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -1.9% | -7.9% | +5.9% | -0.8% |
| 30D | -3.1% | -11.7% | +8.6% | -1.4% |
| 3M | -2.4% | +0.8% | -3.2% | -2.9% |
| 6M | -8.6% | -11.6% | +3.0% | -7.4% |
| YTD | +4.9% | -21.6% | +26.5% | +8.3% |
| 1Y | +19.4% | -15.3% | +34.7% | +21.4% |
| 3Y | +34.9% | -0.5% | +35.4% | +30.3% |
| All | +7.1% | +2.6% | +4.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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