+244.8%
NEE vs FDS
+64.8%
+180.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | -1.3% | -14.0% | +12.6% | +2.5% |
| 30D | -3.3% | -6.2% | +2.9% | -2.0% |
| 3M | -2.3% | +10.2% | -12.4% | -5.8% |
| 6M | -8.9% | +27.4% | -36.3% | -17.6% |
| YTD | +4.8% | -9.3% | +14.0% | +5.2% |
| 1Y | +18.7% | -28.6% | +47.4% | +29.3% |
| 3Y | +33.2% | -36.8% | +70.1% | +49.3% |
| 5Y | +10.9% | -28.6% | +39.5% | +16.9% |
| All | +244.8% | +64.8% | +180.0% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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