+3,083.8%
NEE vs FE
+561.4%
+2,522.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +1.9% | +1.9% | 0.0% | +0.8% |
| 30D | -2.2% | -1.2% | -1.0% | -1.5% |
| 3M | -1.2% | +3.5% | -4.7% | -3.2% |
| 6M | -8.6% | -6.1% | -2.5% | -5.4% |
| YTD | +6.2% | +7.6% | -1.4% | +1.6% |
| 1Y | +21.1% | +11.9% | +9.2% | +13.2% |
| 3Y | +36.4% | +48.4% | -12.0% | +8.9% |
| 5Y | +11.4% | +44.8% | -33.4% | -10.1% |
| 10Y | +250.0% | +115.9% | +134.1% | +111.2% |
| All | +3,083.8% | +561.4% | +2,522.3% | +879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling