+10.9%
NEE vs FITB
+71.1%
-60.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | -0.2% | -4.5% | +4.3% | +0.5% |
| 3M | +0.5% | +5.7% | -5.1% | -0.5% |
| 6M | -6.5% | +17.1% | -23.6% | -9.2% |
| YTD | +6.7% | +18.3% | -11.6% | +3.1% |
| 1Y | +23.6% | +23.9% | -0.3% | +18.2% |
| 3Y | +37.1% | +131.1% | -94.0% | +14.6% |
| 5Y | +10.9% | +71.1% | -60.2% | -2.6% |
| All | +10.9% | +71.1% | -60.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling