+30.8%
NEE vs S
-56.8%
+87.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +1.9% | -7.7% | +9.6% | +2.3% |
| 30D | -2.2% | -5.3% | +3.2% | -2.0% |
| 3M | -1.2% | +20.3% | -21.4% | -2.1% |
| 6M | -8.6% | +47.4% | -55.9% | -10.5% |
| YTD | +6.2% | +32.5% | -26.3% | +4.4% |
| 1Y | +21.1% | +9.5% | +11.6% | +20.1% |
| 3Y | +36.4% | +15.5% | +20.9% | +31.6% |
| 5Y | +11.4% | -71.2% | +82.6% | +10.4% |
| All | +30.8% | -56.8% | +87.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling