+622.2%
NEE vs FIVE
+862.5%
-240.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +9.5% | +17.4% | -7.9% | +7.6% |
| 3M | +1.0% | +7.0% | -6.0% | +0.1% |
| 6M | -8.0% | +20.5% | -28.4% | -10.3% |
| YTD | +9.4% | +33.1% | -23.7% | +5.1% |
| 1Y | +3.1% | +67.1% | -63.9% | -3.5% |
| 3Y | +70.5% | +41.9% | +28.6% | +58.1% |
| 5Y | +15.2% | +21.1% | -5.8% | +6.6% |
| 10Y | +291.2% | +518.8% | -227.6% | +200.1% |
| All | +622.2% | +862.5% | -240.4% | +429.1% |
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