+260.3%
NEE vs RF
+279.4%
-19.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +12.8% | +6.0% | +6.8% | +11.8% |
| 3M | +3.6% | -8.9% | +12.4% | +5.1% |
| 6M | -7.5% | +2.3% | -9.8% | -7.9% |
| YTD | +10.7% | +7.6% | +3.1% | +9.0% |
| 1Y | +9.1% | +21.2% | -12.1% | +5.3% |
| 3Y | +61.0% | +108.5% | -47.5% | +39.8% |
| 5Y | +16.3% | +43.2% | -26.9% | +5.5% |
| All | +260.3% | +279.4% | -19.1% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling