+600.7%
NEE vs FIVE
+868.1%
-267.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.9% | -1.3% |
| 7D | +1.9% | +4.3% | -2.3% | +1.5% |
| 30D | -2.2% | +12.5% | -14.7% | -3.5% |
| 3M | -1.2% | +31.2% | -32.4% | -4.3% |
| 6M | -8.6% | +14.4% | -22.9% | -10.5% |
| YTD | +6.2% | +33.9% | -27.7% | +2.0% |
| 1Y | +21.1% | +65.1% | -43.9% | +13.3% |
| 3Y | +36.4% | +49.0% | -12.6% | +25.7% |
| 5Y | +11.4% | +30.3% | -18.9% | +2.1% |
| 10Y | +250.0% | +481.1% | -231.1% | +169.5% |
| All | +600.7% | +868.1% | -267.5% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling