+2,684.4%
NEE vs FFIV
+7,518.9%
-4,834.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | -2.2% | -5.1% | +2.9% | -2.0% |
| 3M | -1.2% | -4.5% | +3.3% | -1.1% |
| 6M | -8.6% | +36.5% | -45.0% | -9.8% |
| YTD | +6.2% | +53.0% | -46.8% | +4.2% |
| 1Y | +21.1% | +24.2% | -3.1% | +19.8% |
| 3Y | +36.4% | +137.2% | -100.8% | +31.1% |
| 5Y | +11.4% | +91.8% | -80.4% | +7.7% |
| 10Y | +250.0% | +215.2% | +34.8% | +231.8% |
| All | +2,684.4% | +7,518.9% | -4,834.5% | +2,659.9% |
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