+61.0%
NEE vs M
+100.8%
-39.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.1% |
| 7D | +3.9% | -4.3% | +8.1% | +4.2% |
| 30D | +12.8% | +1.3% | +11.6% | +12.7% |
| 3M | +3.6% | -7.4% | +10.9% | +4.0% |
| 6M | -7.5% | +18.3% | -25.8% | -8.8% |
| YTD | +10.7% | +7.6% | +3.1% | +9.7% |
| 1Y | +9.1% | +17.4% | -8.3% | +7.3% |
| 3Y | +61.0% | +108.4% | -47.4% | +39.2% |
| All | +61.0% | +100.8% | -39.8% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling