+7,661.9%
NEE vs FICO
+78,963.7%
-71,301.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +7.4% | -0.3% | +7.7% | +7.4% |
| 30D | +13.3% | +1.7% | +11.6% | +12.9% |
| 3M | +3.5% | -35.2% | +38.7% | +6.8% |
| 6M | -7.0% | -33.7% | +26.7% | -4.8% |
| YTD | +12.3% | -58.2% | +70.5% | +19.5% |
| 1Y | +10.5% | -56.6% | +67.1% | +17.1% |
| 3Y | +62.5% | -24.0% | +86.4% | +60.1% |
| 5Y | +18.0% | +86.1% | -68.0% | +4.9% |
| 10Y | +270.1% | +522.8% | -252.7% | +196.2% |
| All | +7,661.9% | +78,963.7% | -71,301.8% | +5,080.9% |
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 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