+10.9%
NEE vs TAP
0.0%
+11.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -0.2% | -9.4% | +9.2% | +1.9% |
| 3M | +0.5% | -0.8% | +1.3% | +0.3% |
| 6M | -6.5% | -14.7% | +8.2% | -3.4% |
| YTD | +6.7% | -13.9% | +20.6% | +9.7% |
| 1Y | +23.6% | -18.6% | +42.2% | +28.6% |
| 3Y | +37.1% | -32.0% | +69.1% | +48.5% |
| 5Y | +10.9% | -1.0% | +11.9% | +13.8% |
| All | +10.9% | 0.0% | +11.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling