+253.2%
NEE vs TAP
-51.4%
+304.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.5% | -5.1% | +4.5% | +0.7% |
| 30D | -1.7% | -8.4% | +6.8% | +0.4% |
| 3M | -1.8% | -3.9% | +2.1% | -1.2% |
| 6M | -8.8% | -14.4% | +5.5% | -5.7% |
| YTD | +5.2% | -14.7% | +19.9% | +8.6% |
| 1Y | +21.3% | -18.7% | +40.0% | +26.5% |
| 3Y | +35.2% | -32.6% | +67.8% | +47.2% |
| 5Y | +10.1% | -1.4% | +11.5% | +7.1% |
| 10Y | +253.2% | -50.4% | +303.6% | +272.9% |
| All | +253.2% | -51.4% | +304.6% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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