+284.2%
NEE vs FFIV
+118.6%
+165.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +8.6% | -32.4% | +41.0% | +15.1% |
| 3M | -0.3% | -25.7% | +25.4% | +3.8% |
| 6M | -8.9% | -13.5% | +4.6% | -8.2% |
| YTD | +8.3% | +21.1% | -12.8% | +1.6% |
| 1Y | +4.3% | +29.4% | -25.2% | -3.7% |
| 3Y | +70.7% | +94.9% | -24.2% | +39.0% |
| 5Y | +12.8% | +34.7% | -21.9% | -1.9% |
| All | +284.2% | +118.6% | +165.6% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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