+70.7%
NEE vs FDS
-23.3%
+94.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | +8.6% | +14.8% | -6.2% | +8.5% |
| 3M | -0.3% | +16.3% | -16.6% | -0.4% |
| 6M | -8.9% | +66.2% | -75.2% | -9.6% |
| YTD | +8.3% | +16.2% | -7.9% | +11.0% |
| 1Y | +4.3% | +21.8% | -17.6% | +5.8% |
| 3Y | +70.7% | -23.9% | +94.6% | +92.0% |
| All | +70.7% | -23.3% | +94.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling