+281.9%
NEE vs FICO
+544.0%
-262.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.5% |
| 7D | +2.2% | -0.1% | +2.2% | +2.1% |
| 30D | +12.3% | +8.4% | +3.8% | +10.4% |
| 3M | +3.4% | -30.5% | +33.9% | +7.9% |
| 6M | -5.3% | -35.7% | +30.4% | -0.9% |
| YTD | +10.6% | -57.2% | +67.7% | +24.1% |
| 1Y | +6.5% | -58.4% | +64.9% | +20.1% |
| 3Y | +73.5% | -24.8% | +98.3% | +60.9% |
| 5Y | +17.0% | +79.3% | -62.3% | -19.1% |
| 10Y | +281.9% | +531.6% | -249.8% | +105.1% |
| All | +281.9% | +544.0% | -262.1% | +105.1% |
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