+4.7%
NEE vs S
+37.8%
-33.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.3% | +1.4% | +0.9% | +2.4% |
| 30D | +11.5% | -10.8% | +22.3% | +10.8% |
| 3M | +2.6% | +5.4% | -2.8% | +3.5% |
| 6M | -6.0% | +41.2% | -47.2% | -2.3% |
| YTD | +9.8% | +56.2% | -46.4% | +15.6% |
| 1Y | +4.7% | +36.3% | -31.6% | +10.1% |
| All | +4.7% | +37.8% | -33.1% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling