+285.0%
NEE vs FITB
+208.7%
+76.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | +9.0% | +7.3% | +1.7% | +7.6% |
| 3M | +0.2% | -6.3% | +6.5% | +1.3% |
| 6M | -8.5% | +12.6% | -21.0% | -10.6% |
| YTD | +8.6% | +18.0% | -9.4% | +4.7% |
| 1Y | +2.2% | +28.9% | -26.7% | -3.2% |
| 3Y | +69.1% | +139.4% | -70.3% | +40.1% |
| 5Y | +13.0% | +47.2% | -34.2% | +0.5% |
| All | +285.0% | +208.7% | +76.2% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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