+287.3%
NEE vs M
-3.0%
+290.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +2.3% | +5.0% | -2.7% | +1.9% |
| 30D | +11.5% | +10.6% | +0.9% | +10.7% |
| 3M | +2.6% | +1.6% | +1.0% | +2.4% |
| 6M | -6.0% | +30.8% | -36.8% | -7.9% |
| YTD | +9.8% | +16.9% | -7.1% | +8.2% |
| 1Y | +4.7% | +26.3% | -21.6% | +2.5% |
| 3Y | +71.0% | +158.6% | -87.6% | +57.2% |
| 5Y | +15.8% | +2.1% | +13.7% | +10.8% |
| 10Y | +287.3% | -4.3% | +291.6% | +206.9% |
| All | +287.3% | -3.0% | +290.3% | +206.9% |
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