+253.2%
NEE vs Z
-5.7%
+258.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.5% | -7.1% | +6.5% | +0.2% |
| 30D | -1.7% | -4.8% | +3.1% | -1.3% |
| 3M | -1.8% | -9.3% | +7.5% | -1.2% |
| 6M | -8.8% | -29.0% | +20.1% | -6.0% |
| YTD | +5.2% | -52.9% | +58.1% | +13.0% |
| 1Y | +21.3% | -63.1% | +84.5% | +33.7% |
| 3Y | +35.2% | -36.9% | +72.1% | +36.6% |
| 5Y | +10.1% | -65.5% | +75.6% | +13.9% |
| 10Y | +253.2% | -3.9% | +257.1% | +219.0% |
| All | +253.2% | -5.7% | +258.9% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling