+1,707.2%
NEE vs MKTX
+1,443.5%
+263.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | -3.1% | +0.8% | -4.0% | -3.2% |
| 3M | -2.4% | +41.1% | -43.6% | -8.2% |
| 6M | -8.6% | -9.5% | +1.0% | -8.0% |
| YTD | +4.9% | -8.7% | +13.6% | +5.4% |
| 1Y | +19.4% | -10.0% | +29.3% | +20.0% |
| 3Y | +34.9% | -24.6% | +59.5% | +37.2% |
| 5Y | +11.0% | -60.3% | +71.3% | +22.8% |
| 10Y | +252.3% | +5.0% | +247.3% | +231.9% |
| All | +1,707.2% | +1,443.5% | +263.7% | +882.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling