+3,218.1%
NEE vs FE
+556.6%
+2,661.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +3.9% | -1.0% | +4.9% | +4.5% |
| 30D | +12.8% | +4.1% | +8.7% | +10.3% |
| 3M | +3.6% | -1.0% | +4.6% | +4.2% |
| 6M | -7.5% | +4.0% | -11.5% | -9.6% |
| YTD | +10.7% | +6.8% | +3.8% | +6.4% |
| 1Y | +9.1% | +5.3% | +3.8% | +5.7% |
| 3Y | +61.0% | +44.6% | +16.4% | +30.3% |
| 5Y | +16.3% | +44.2% | -27.9% | -5.8% |
| 10Y | +264.6% | +107.3% | +157.3% | +125.6% |
| All | +3,218.1% | +556.6% | +2,661.4% | +925.6% |
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