+253.2%
NEE vs FFIV
+239.4%
+13.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.1% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | -1.7% | -1.3% | -0.4% | -1.6% |
| 3M | -1.8% | +2.4% | -4.2% | -2.6% |
| 6M | -8.8% | +41.8% | -50.6% | -15.2% |
| YTD | +5.2% | +58.5% | -53.3% | -4.6% |
| 1Y | +21.3% | +24.3% | -3.0% | +15.1% |
| 3Y | +35.2% | +152.0% | -116.8% | +7.1% |
| 5Y | +10.1% | +99.1% | -89.0% | -9.5% |
| 10Y | +253.2% | +242.8% | +10.5% | +154.4% |
| All | +253.2% | +239.4% | +13.8% | +154.4% |
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