+244.8%
NEE vs GNRC
+448.8%
-204.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -3.3% | -15.7% | +12.4% | -0.9% |
| 3M | -2.3% | -27.3% | +25.1% | +2.0% |
| 6M | -8.9% | -12.1% | +3.2% | -8.4% |
| YTD | +4.8% | +37.1% | -32.4% | -2.7% |
| 1Y | +18.7% | -0.5% | +19.2% | +15.6% |
| 3Y | +33.2% | +61.5% | -28.3% | +15.7% |
| 5Y | +10.9% | -58.6% | +69.4% | +17.6% |
| All | +244.8% | +448.8% | -204.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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