+4.3%
NEE vs FDS
+25.7%
-21.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.0% |
| 30D | +8.6% | +14.8% | -6.2% | +9.9% |
| 3M | -0.3% | +16.3% | -16.6% | +1.2% |
| 6M | -8.9% | +66.2% | -75.2% | -2.7% |
| YTD | +8.3% | +16.2% | -7.9% | +10.8% |
| 1Y | +4.3% | +21.8% | -17.6% | +6.1% |
| All | +4.3% | +25.7% | -21.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling