+11.4%
NEE vs Z
-54.2%
+65.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.5% |
| 7D | +9.2% | +10.2% | -1.0% | +8.8% |
| 30D | +16.0% | +23.7% | -7.7% | +15.7% |
| 3M | +2.2% | -6.6% | +8.8% | +1.4% |
| 6M | -6.0% | -23.0% | +17.0% | -7.3% |
| YTD | +12.6% | -50.3% | +62.9% | +11.3% |
| 1Y | +11.4% | -53.6% | +65.0% | +10.8% |
| All | +11.4% | -54.2% | +65.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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