+4.3%
NEE vs FFIV
+28.7%
-24.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +8.6% | -32.4% | +41.0% | +6.6% |
| 3M | -0.3% | -25.7% | +25.4% | -1.2% |
| 6M | -8.9% | -13.5% | +4.6% | -8.1% |
| YTD | +8.3% | +21.1% | -12.8% | +10.0% |
| 1Y | +4.3% | +29.4% | -25.2% | +7.2% |
| All | +4.3% | +28.7% | -24.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling