+29.4%
NEE vs GRAB
-74.4%
+103.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | -0.5% | -13.9% | +13.3% | +0.1% |
| 30D | -1.7% | -17.2% | +15.5% | -0.9% |
| 3M | -1.8% | -7.9% | +6.0% | -1.6% |
| 6M | -8.8% | -23.2% | +14.4% | -7.9% |
| YTD | +5.2% | -39.1% | +44.3% | +7.4% |
| 1Y | +21.3% | -42.5% | +63.9% | +24.1% |
| 3Y | +35.2% | -18.3% | +53.5% | +34.7% |
| 5Y | +10.1% | -71.7% | +81.9% | +9.6% |
| All | +29.4% | -74.4% | +103.9% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling