+244.8%
NEE vs TROW
+130.0%
+114.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -1.3% | -3.2% | +1.8% | -0.4% |
| 30D | -3.3% | -4.6% | +1.3% | -2.1% |
| 3M | -2.3% | -0.7% | -1.6% | -2.3% |
| 6M | -8.9% | +22.2% | -31.1% | -14.2% |
| YTD | +4.8% | +6.6% | -1.9% | +2.1% |
| 1Y | +18.7% | +5.8% | +12.9% | +15.8% |
| 3Y | +33.2% | +11.6% | +21.6% | +25.0% |
| 5Y | +10.9% | -38.9% | +49.8% | +21.2% |
| All | +244.8% | +130.0% | +114.8% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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