+344.5%
NEE vs P
+485.4%
-140.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +1.9% | +6.5% | -4.6% | +1.5% |
| 30D | -2.2% | +18.8% | -21.0% | -3.4% |
| 3M | -1.2% | +26.7% | -27.9% | -3.1% |
| 6M | -8.6% | +62.2% | -70.7% | -12.2% |
| YTD | +6.2% | +48.5% | -42.3% | +2.3% |
| 1Y | +21.1% | +26.4% | -5.3% | +17.2% |
| 3Y | +36.4% | +159.4% | -123.0% | +20.0% |
| 5Y | +11.4% | +275.8% | -264.4% | -7.3% |
| 10Y | +250.0% | +732.0% | -482.0% | +166.2% |
| All | +344.5% | +485.4% | -140.8% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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