+7,238.0%
NEE vs FICO
+104,095.6%
-96,857.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +15.9% | +0.8% |
| 7D | +1.9% | -19.2% | +21.1% | +3.9% |
| 30D | -2.2% | -14.6% | +12.4% | -0.9% |
| 3M | -1.2% | -20.1% | +18.9% | +0.4% |
| 6M | -8.6% | -36.3% | +27.8% | -5.7% |
| YTD | +6.2% | -44.9% | +51.0% | +10.9% |
| 1Y | +21.1% | -38.6% | +59.7% | +24.7% |
| 3Y | +36.4% | +4.0% | +32.4% | +31.2% |
| 5Y | +11.4% | +99.5% | -88.2% | -0.9% |
| 10Y | +250.0% | +604.7% | -354.7% | +178.1% |
| All | +7,238.0% | +104,095.6% | -96,857.6% | +4,708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling