+37.8%
NEE vs PL
+454.1%
-416.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | +1.9% | -9.3% | +11.3% | +2.2% |
| 30D | -2.2% | -18.9% | +16.8% | -1.6% |
| 3M | -1.2% | -58.4% | +57.2% | +1.3% |
| 6M | -8.6% | -30.3% | +21.7% | -8.4% |
| YTD | +6.2% | -8.1% | +14.3% | +4.9% |
| 1Y | +21.1% | +180.5% | -159.4% | +12.7% |
| All | +37.8% | +454.1% | -416.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling