+253.2%
NEE vs FIVE
+486.0%
-232.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -1.7% | +5.0% | -6.7% | -2.4% |
| 3M | -1.8% | +29.5% | -31.3% | -5.2% |
| 6M | -8.8% | +12.4% | -21.3% | -10.8% |
| YTD | +5.2% | +31.2% | -26.0% | +0.7% |
| 1Y | +21.3% | +72.9% | -51.5% | +11.7% |
| 3Y | +35.2% | +53.0% | -17.8% | +22.9% |
| 5Y | +10.1% | +34.2% | -24.0% | -0.6% |
| 10Y | +253.2% | +497.6% | -244.4% | +177.3% |
| All | +253.2% | +486.0% | -232.8% | +177.3% |
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