+3,764.7%
NEE vs FDS
+9,502.8%
-5,738.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | +1.9% | -1.9% | +3.8% | +2.2% |
| 30D | -2.2% | +9.0% | -11.2% | -3.6% |
| 3M | -1.2% | +18.9% | -20.0% | -4.3% |
| 6M | -8.6% | +35.1% | -43.7% | -14.0% |
| YTD | +6.2% | +5.5% | +0.7% | +3.5% |
| 1Y | +21.1% | -16.8% | +37.9% | +22.4% |
| 3Y | +36.4% | -28.1% | +64.5% | +40.6% |
| 5Y | +11.4% | -17.4% | +28.8% | +12.0% |
| 10Y | +250.0% | +85.4% | +164.5% | +210.8% |
| All | +3,764.7% | +9,502.8% | -5,738.1% | +2,518.6% |
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