+11.3%
NEE vs FISV
-53.5%
+64.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.9% |
| 7D | -1.3% | -2.7% | +1.3% | -1.0% |
| 30D | -3.3% | 0.0% | -3.4% | -3.5% |
| 3M | -2.3% | -2.8% | +0.5% | -2.2% |
| 6M | -8.9% | -11.8% | +3.0% | -7.9% |
| YTD | +4.8% | -23.2% | +28.0% | +8.0% |
| 1Y | +18.7% | -62.0% | +80.7% | +36.4% |
| 3Y | +33.2% | -57.6% | +90.9% | +38.1% |
| All | +11.3% | -53.5% | +64.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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