+284.2%
NEE vs M
-7.1%
+291.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -2.1% | +7.0% | -9.1% | -2.6% |
| 30D | +8.6% | +8.9% | -0.3% | +8.0% |
| 3M | -0.3% | +4.5% | -4.8% | -0.7% |
| 6M | -8.9% | +36.2% | -45.1% | -11.0% |
| YTD | +8.3% | +15.1% | -6.8% | +6.8% |
| 1Y | +4.3% | +27.4% | -23.2% | +2.0% |
| 3Y | +70.7% | +160.1% | -89.4% | +56.8% |
| 5Y | +12.8% | -1.6% | +14.4% | +8.1% |
| All | +284.2% | -7.1% | +291.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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