+281.9%
NEE vs FIVE
+596.6%
-314.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.8% |
| 7D | +2.2% | +6.2% | -4.0% | +1.4% |
| 30D | +12.3% | +18.2% | -5.9% | +9.9% |
| 3M | +3.4% | +3.8% | -0.5% | +2.7% |
| 6M | -5.3% | +13.7% | -19.0% | -7.4% |
| YTD | +10.6% | +34.7% | -24.2% | +5.4% |
| 1Y | +6.5% | +66.6% | -60.2% | -1.3% |
| 3Y | +73.5% | +44.3% | +29.2% | +59.5% |
| 5Y | +17.0% | +18.8% | -1.8% | +7.9% |
| 10Y | +281.9% | +569.2% | -287.3% | +198.8% |
| All | +281.9% | +596.6% | -314.7% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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