+244.8%
NEE vs FIS
-39.8%
+284.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -7.9% | +6.6% | +0.7% |
| 30D | -3.3% | -8.0% | +4.6% | -1.5% |
| 3M | -2.3% | +0.6% | -2.9% | -3.0% |
| 6M | -8.9% | -22.2% | +13.3% | -3.7% |
| YTD | +4.8% | -40.8% | +45.5% | +19.1% |
| 1Y | +18.7% | -41.5% | +60.2% | +35.2% |
| 3Y | +33.2% | -25.5% | +58.7% | +38.7% |
| 5Y | +10.9% | -64.8% | +75.6% | +42.9% |
| All | +244.8% | -39.8% | +284.6% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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