+11.3%
NEE vs MKTX
-60.5%
+71.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -3.3% | +0.7% | -4.1% | -3.4% |
| 3M | -2.3% | +40.8% | -43.0% | -6.9% |
| 6M | -8.9% | -8.0% | -0.9% | -7.7% |
| YTD | +4.8% | -8.7% | +13.5% | +6.1% |
| 1Y | +18.7% | -11.8% | +30.6% | +20.8% |
| 3Y | +33.2% | -24.0% | +57.3% | +36.5% |
| All | +11.3% | -60.5% | +71.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling