+11.5%
NEE vs PL
+31.5%
-20.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.1% | +10.0% | -12.1% | -2.6% |
| 30D | +8.6% | -2.3% | +10.9% | +8.5% |
| 3M | -0.3% | -44.2% | +43.9% | +2.2% |
| 6M | -8.9% | -66.1% | +57.2% | -4.8% |
| YTD | +8.3% | -30.0% | +38.3% | +7.6% |
| 1Y | +4.3% | +21.0% | -16.8% | -0.4% |
| 3Y | +70.7% | +516.5% | -445.8% | +36.2% |
| All | +11.5% | +31.5% | -20.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling