+363.3%
NEE vs P
+469.1%
-105.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | +3.9% | -23.8% | +27.7% | +5.4% |
| 30D | +12.8% | -36.6% | +49.5% | +15.6% |
| 3M | +3.6% | +10.9% | -7.3% | +2.0% |
| 6M | -7.5% | +30.0% | -37.5% | -10.3% |
| YTD | +10.7% | +44.4% | -33.7% | +6.1% |
| 1Y | +9.1% | +3.9% | +5.2% | +6.5% |
| 3Y | +61.0% | +176.6% | -115.6% | +39.7% |
| 5Y | +16.3% | +249.3% | -233.0% | -3.3% |
| 10Y | +264.6% | +726.9% | -462.3% | +176.2% |
| All | +363.3% | +469.1% | -105.8% | +253.6% |
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