+2,321.7%
NEE vs FIS
+374.5%
+1,947.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +1.9% | +1.1% | +0.9% | +1.6% |
| 30D | -2.2% | -2.2% | +0.1% | -1.7% |
| 3M | -1.2% | +2.1% | -3.3% | -2.2% |
| 6M | -8.6% | -14.7% | +6.1% | -5.8% |
| YTD | +6.2% | -35.7% | +41.9% | +17.4% |
| 1Y | +21.1% | -37.1% | +58.2% | +34.4% |
| 3Y | +36.4% | -20.0% | +56.4% | +40.0% |
| 5Y | +11.4% | -62.1% | +73.5% | +34.8% |
| 10Y | +250.0% | -37.4% | +287.4% | +265.3% |
| All | +2,321.7% | +374.5% | +1,947.2% | +1,463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling