+328.0%
NEE vs Z
+6.6%
+321.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.8% | -13.1% | +10.3% | -1.5% |
| 30D | +9.5% | +5.9% | +3.7% | +8.7% |
| 3M | +1.0% | -13.7% | +14.7% | +2.1% |
| 6M | -8.0% | -27.1% | +19.1% | -5.6% |
| YTD | +9.4% | -56.8% | +66.3% | +17.9% |
| 1Y | +3.1% | -60.2% | +63.4% | +12.0% |
| 3Y | +70.5% | -19.7% | +90.2% | +67.3% |
| 5Y | +15.2% | -53.7% | +68.9% | +16.1% |
| 10Y | +291.2% | -16.9% | +308.1% | +258.5% |
| All | +328.0% | +6.6% | +321.4% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling