+9.1%
NEE vs FICO
-58.2%
+67.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +3.9% | -0.9% | +4.8% | +3.8% |
| 30D | +12.8% | +3.3% | +9.5% | +13.0% |
| 3M | +3.6% | -31.7% | +35.3% | +2.3% |
| 6M | -7.5% | -34.0% | +26.5% | -8.1% |
| YTD | +10.7% | -58.3% | +69.0% | +14.0% |
| 1Y | +9.1% | -57.9% | +67.0% | +11.9% |
| All | +9.1% | -58.2% | +67.3% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling