+2,798.9%
NEE vs FFIV
+6,100.0%
-3,301.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +2.2% | -2.1% | +4.2% | +2.2% |
| 30D | +12.3% | -33.8% | +46.0% | +13.9% |
| 3M | +3.4% | -20.6% | +24.0% | +4.1% |
| 6M | -5.3% | -10.2% | +4.9% | -5.2% |
| YTD | +10.6% | +24.5% | -13.9% | +9.2% |
| 1Y | +6.5% | +29.3% | -22.8% | +5.0% |
| 3Y | +73.5% | +103.8% | -30.3% | +67.5% |
| 5Y | +17.0% | +40.9% | -23.9% | +14.2% |
| 10Y | +281.9% | +126.6% | +155.3% | +265.5% |
| All | +2,798.9% | +6,100.0% | -3,301.1% | +2,791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling