+10.1%
NEE vs FDX
+63.0%
-52.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | -1.7% | -4.9% | +3.2% | -1.0% |
| 3M | -1.8% | -6.5% | +4.6% | -1.0% |
| 6M | -8.8% | +6.7% | -15.5% | -10.0% |
| YTD | +5.2% | +33.9% | -28.7% | +0.4% |
| 1Y | +21.3% | +72.2% | -50.8% | +11.6% |
| 3Y | +35.2% | +60.2% | -25.0% | +22.9% |
| 5Y | +10.1% | +62.9% | -52.8% | -4.3% |
| All | +10.1% | +63.0% | -52.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling