+6,889.4%
NEE vs M
+442.1%
+6,447.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -0.9% |
| 7D | +2.2% | +2.5% | -0.4% | +1.8% |
| 30D | +12.3% | +10.1% | +2.2% | +11.1% |
| 3M | +3.4% | -0.9% | +4.3% | +3.3% |
| 6M | -5.3% | +30.2% | -35.5% | -8.3% |
| YTD | +10.6% | +16.3% | -5.7% | +8.0% |
| 1Y | +6.5% | +27.0% | -20.5% | +2.9% |
| 3Y | +73.5% | +154.5% | -81.0% | +52.1% |
| 5Y | +17.0% | -1.1% | +18.0% | +9.6% |
| 10Y | +281.9% | +0.5% | +281.4% | +220.4% |
| All | +6,889.4% | +442.1% | +6,447.4% | +4,307.5% |
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