+7,487.7%
NEE vs FDX
+4,209.7%
+3,278.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +11.5% | +9.5% | +2.0% | +9.8% |
| 3M | +2.6% | -1.3% | +4.0% | +2.8% |
| 6M | -6.0% | +5.5% | -11.5% | -7.1% |
| YTD | +9.8% | +38.9% | -29.1% | +3.4% |
| 1Y | +4.7% | +58.8% | -54.1% | -3.7% |
| 3Y | +71.0% | +71.1% | -0.1% | +52.7% |
| 5Y | +15.8% | +76.3% | -60.5% | +0.9% |
| 10Y | +287.3% | +153.4% | +133.9% | +203.0% |
| All | +7,487.7% | +4,209.7% | +3,278.1% | +3,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling