+285.0%
NEE vs FICO
+524.6%
-239.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | +9.0% | -0.8% | +9.8% | +8.9% |
| 3M | +0.2% | -31.3% | +31.5% | +4.8% |
| 6M | -8.5% | -33.9% | +25.5% | -4.7% |
| YTD | +8.6% | -57.6% | +66.1% | +22.0% |
| 1Y | +2.2% | -59.7% | +61.8% | +16.0% |
| 3Y | +69.1% | -28.0% | +97.1% | +58.5% |
| 5Y | +13.0% | +91.0% | -77.9% | -23.4% |
| All | +285.0% | +524.6% | -239.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling