+3,843.0%
NEE vs FDS
+10,480.1%
-6,637.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | +8.6% | +14.8% | -6.2% | +6.2% |
| 3M | -0.3% | +16.3% | -16.6% | -2.9% |
| 6M | -8.9% | +66.2% | -75.2% | -16.9% |
| YTD | +8.3% | +16.2% | -7.9% | +3.8% |
| 1Y | +4.3% | +21.8% | -17.6% | -1.1% |
| 3Y | +70.7% | -23.9% | +94.6% | +74.2% |
| 5Y | +12.8% | -23.1% | +35.9% | +14.5% |
| 10Y | +287.2% | +128.7% | +158.5% | +233.4% |
| All | +3,843.0% | +10,480.1% | -6,637.1% | +2,525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling