+322.1%
NEE vs RUN
-31.9%
+354.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.9% | +1.3% | +0.7% | +1.8% |
| 30D | -2.2% | -15.3% | +13.1% | -0.7% |
| 3M | -1.2% | -40.0% | +38.8% | +3.5% |
| 6M | -8.6% | -27.0% | +18.4% | -6.6% |
| YTD | +6.2% | -51.7% | +57.9% | +11.4% |
| 1Y | +21.1% | -45.9% | +67.0% | +24.4% |
| 3Y | +36.4% | -43.8% | +80.2% | +25.9% |
| 5Y | +11.4% | -80.5% | +91.8% | +7.5% |
| 10Y | +250.0% | +45.3% | +204.7% | +191.4% |
| All | +322.1% | -31.9% | +354.1% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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