+291.2%
NEE vs FFIV
+130.1%
+161.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.8% | -2.9% | +0.2% | -2.3% |
| 30D | +9.5% | -32.4% | +41.9% | +16.1% |
| 3M | +1.0% | -22.7% | +23.7% | +4.5% |
| 6M | -8.0% | -10.7% | +2.7% | -7.7% |
| YTD | +9.4% | +25.4% | -15.9% | +2.0% |
| 1Y | +3.1% | +34.2% | -31.0% | -5.3% |
| 3Y | +70.5% | +101.2% | -30.7% | +38.1% |
| 5Y | +15.2% | +42.0% | -26.7% | -0.7% |
| 10Y | +291.2% | +126.7% | +164.5% | +184.2% |
| All | +291.2% | +130.1% | +161.1% | +184.2% |
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