+67.3%
F vs NEE
+289.4%
-222.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.3% |
| 30D | 0.0% | +8.6% | -8.6% | -3.2% |
| 3M | -13.2% | -0.3% | -12.9% | -13.2% |
| 6M | -10.2% | -8.9% | -1.3% | -7.1% |
| YTD | -4.9% | +8.3% | -13.3% | -8.6% |
| 1Y | -6.1% | +4.3% | -10.3% | -8.4% |
| 3Y | +46.0% | +70.7% | -24.8% | +13.3% |
| 5Y | -15.7% | +12.8% | -28.5% | -23.6% |
| All | +67.3% | +289.4% | -222.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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