+35.3%
NEE vs S
-49.1%
+84.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.3% | +1.4% | +0.9% | +2.2% |
| 30D | +11.5% | -10.8% | +22.3% | +11.9% |
| 3M | +2.6% | +5.4% | -2.8% | +2.2% |
| 6M | -6.0% | +41.2% | -47.2% | -7.7% |
| YTD | +9.8% | +56.2% | -46.4% | +7.0% |
| 1Y | +4.7% | +36.3% | -31.6% | +2.7% |
| 3Y | +71.0% | +49.4% | +21.6% | +62.8% |
| 5Y | +15.8% | -66.9% | +82.7% | +14.8% |
| All | +35.3% | -49.1% | +84.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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