+285.0%
NEE vs FE
+123.7%
+161.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | +9.0% | +3.9% | +5.2% | +6.7% |
| 3M | +0.2% | -0.1% | +0.3% | +0.3% |
| 6M | -8.5% | +6.1% | -14.6% | -11.6% |
| YTD | +8.6% | +8.1% | +0.5% | +3.6% |
| 1Y | +2.2% | +4.4% | -2.3% | -0.6% |
| 3Y | +69.1% | +49.0% | +20.1% | +34.9% |
| 5Y | +13.0% | +46.1% | -33.1% | -8.7% |
| All | +285.0% | +123.7% | +161.2% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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