+281.9%
NEE vs RF
+277.2%
+4.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +12.3% | +7.0% | +5.2% | +11.0% |
| 3M | +3.4% | -7.0% | +10.4% | +4.6% |
| 6M | -5.3% | +6.8% | -12.1% | -6.5% |
| YTD | +10.6% | +9.9% | +0.6% | +8.4% |
| 1Y | +6.5% | +21.1% | -14.7% | +2.7% |
| 3Y | +73.5% | +119.6% | -46.1% | +48.8% |
| 5Y | +17.0% | +46.2% | -29.2% | +5.6% |
| 10Y | +281.9% | +261.5% | +20.4% | +186.8% |
| All | +281.9% | +277.2% | +4.7% | +186.8% |
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