+11.5%
NEE vs FIS
-71.2%
+82.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.7% |
| 7D | -2.1% | +2.8% | -4.9% | -2.5% |
| 30D | +8.6% | -16.7% | +25.3% | +9.9% |
| 3M | -0.3% | -32.3% | +32.0% | +3.9% |
| 6M | -8.9% | -29.1% | +20.1% | -6.0% |
| YTD | +8.3% | -54.1% | +62.5% | +20.2% |
| 1Y | +4.3% | -53.7% | +58.0% | +15.4% |
| 3Y | +70.7% | -38.8% | +109.6% | +78.8% |
| All | +11.5% | -71.2% | +82.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling