+284.2%
NEE vs FDX
+155.8%
+128.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -2.1% | +5.2% | -7.3% | -3.0% |
| 30D | +8.6% | +11.3% | -2.7% | +6.5% |
| 3M | -0.3% | -4.1% | +3.8% | +0.4% |
| 6M | -8.9% | +9.6% | -18.6% | -10.7% |
| YTD | +8.3% | +40.9% | -32.6% | +1.3% |
| 1Y | +4.3% | +53.0% | -48.8% | -4.0% |
| 3Y | +70.7% | +74.1% | -3.3% | +50.4% |
| 5Y | +12.8% | +75.1% | -62.3% | -3.0% |
| All | +284.2% | +155.8% | +128.4% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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