+10.9%
NEE vs FFIV
+92.2%
-81.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | -0.2% | -2.7% | +2.4% | +0.1% |
| 3M | +0.5% | -1.7% | +2.2% | +0.5% |
| 6M | -6.5% | +36.1% | -42.7% | -11.9% |
| YTD | +6.7% | +52.6% | -45.9% | -2.0% |
| 1Y | +23.6% | +21.5% | +2.1% | +18.4% |
| 3Y | +37.1% | +142.7% | -105.5% | +6.1% |
| 5Y | +10.9% | +92.6% | -81.6% | -8.8% |
| All | +10.9% | +92.2% | -81.3% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling