+2,779.2%
NEE vs FFIV
+6,091.4%
-3,312.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +2.3% | -4.2% | +6.5% | +2.5% |
| 30D | +11.5% | -33.9% | +45.4% | +13.1% |
| 3M | +2.6% | -22.6% | +25.2% | +3.4% |
| 6M | -6.0% | -10.4% | +4.4% | -5.8% |
| YTD | +9.8% | +24.3% | -14.5% | +8.5% |
| 1Y | +4.7% | +31.8% | -27.1% | +3.2% |
| 3Y | +71.0% | +99.5% | -28.5% | +65.3% |
| 5Y | +15.8% | +40.7% | -24.9% | +13.1% |
| 10Y | +287.3% | +126.9% | +160.4% | +270.7% |
| All | +2,779.2% | +6,091.4% | -3,312.2% | +2,772.1% |
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