+7,238.0%
NEE vs RF
+1,537.4%
+5,700.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | -2.2% | -3.6% | +1.5% | -1.7% |
| 3M | -1.2% | +8.1% | -9.3% | -2.1% |
| 6M | -8.6% | +11.5% | -20.0% | -9.8% |
| YTD | +6.2% | +15.6% | -9.4% | +4.1% |
| 1Y | +21.1% | +15.7% | +5.4% | +18.6% |
| 3Y | +36.4% | +86.9% | -50.5% | +25.1% |
| 5Y | +11.4% | +89.8% | -78.5% | +0.9% |
| 10Y | +250.0% | +344.7% | -94.7% | +176.9% |
| All | +7,238.0% | +1,537.4% | +5,700.5% | +4,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling