+595.5%
NEE vs FANG
+1,416.0%
-820.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.3% |
| 7D | -1.9% | +1.2% | -3.1% | -2.0% |
| 30D | -3.1% | +2.4% | -5.5% | -3.3% |
| 3M | -2.4% | +5.1% | -7.5% | -2.8% |
| 6M | -8.6% | +16.4% | -25.0% | -9.6% |
| YTD | +4.9% | +39.0% | -34.0% | +2.7% |
| 1Y | +19.4% | +50.6% | -31.2% | +16.3% |
| 3Y | +34.9% | +46.9% | -12.1% | +30.8% |
| 5Y | +11.0% | +238.2% | -227.2% | +2.8% |
| 10Y | +252.3% | +181.3% | +71.1% | +204.1% |
| All | +595.5% | +1,416.0% | -820.5% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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