+245.4%
NEE vs FE
+113.1%
+132.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.2% | -2.1% | +1.9% | +1.0% |
| 3M | +0.5% | +2.6% | -2.1% | -1.0% |
| 6M | -6.5% | -6.8% | +0.3% | -2.9% |
| YTD | +6.7% | +6.9% | -0.2% | +2.4% |
| 1Y | +23.6% | +11.6% | +12.0% | +15.7% |
| 3Y | +37.1% | +47.7% | -10.6% | +10.0% |
| 5Y | +10.9% | +46.2% | -35.3% | -10.6% |
| 10Y | +245.4% | +109.2% | +136.2% | +135.9% |
| All | +245.4% | +113.1% | +132.2% | +135.9% |
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