+6,613.4%
NEE vs M
+396.5%
+6,216.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +1.9% | +4.7% | -2.8% | +1.5% |
| 30D | -2.2% | -9.6% | +7.5% | -1.2% |
| 3M | -1.2% | +0.9% | -2.0% | -1.5% |
| 6M | -8.6% | +22.3% | -30.8% | -10.8% |
| YTD | +6.2% | +6.5% | -0.3% | +4.8% |
| 1Y | +21.1% | +38.8% | -17.7% | +16.0% |
| 3Y | +36.4% | +115.9% | -79.5% | +21.6% |
| 5Y | +11.4% | +28.6% | -17.3% | +1.0% |
| 10Y | +250.0% | -2.5% | +252.5% | +194.3% |
| All | +6,613.4% | +396.5% | +6,216.9% | +4,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling