+19.4%
NEE vs S
+10.1%
+9.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -3.1% | -11.8% | +8.7% | -3.7% |
| 3M | -2.4% | +33.9% | -36.4% | 0.0% |
| 6M | -8.6% | +40.1% | -48.7% | -6.1% |
| YTD | +4.9% | +32.1% | -27.1% | +8.0% |
| 1Y | +19.4% | +11.0% | +8.3% | +25.0% |
| All | +19.4% | +10.1% | +9.3% | +25.0% |
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