+28.9%
NEE vs GRAB
-74.3%
+103.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.3% | -10.8% | +9.5% | -0.8% |
| 30D | -3.3% | -15.5% | +12.2% | -2.6% |
| 3M | -2.3% | -9.0% | +6.7% | -1.9% |
| 6M | -8.9% | -21.6% | +12.7% | -8.0% |
| YTD | +4.8% | -38.9% | +43.6% | +6.9% |
| 1Y | +18.7% | -44.8% | +63.6% | +21.7% |
| 3Y | +33.2% | -18.4% | +51.7% | +32.8% |
| 5Y | +10.9% | -71.6% | +82.5% | +10.3% |
| All | +28.9% | -74.3% | +103.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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