+253.2%
NEE vs M
-7.1%
+260.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.1% |
| 7D | -0.5% | -4.1% | +3.5% | -0.3% |
| 30D | -1.7% | -13.6% | +11.9% | -0.8% |
| 3M | -1.8% | -2.3% | +0.4% | -1.8% |
| 6M | -8.8% | +21.9% | -30.7% | -10.2% |
| YTD | +5.2% | -0.6% | +5.8% | +4.8% |
| 1Y | +21.3% | +29.7% | -8.4% | +18.6% |
| 3Y | +35.2% | +107.3% | -72.1% | +26.2% |
| 5Y | +10.1% | +20.5% | -10.3% | +4.1% |
| 10Y | +253.2% | -6.1% | +259.3% | +177.0% |
| All | +253.2% | -7.1% | +260.3% | +177.0% |
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