+245.4%
NEE vs FIX
+5,976.4%
-5,731.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +1.1% | +6.1% | -5.0% | +0.3% |
| 30D | -0.2% | -2.7% | +2.4% | 0.0% |
| 3M | +0.5% | -10.9% | +11.5% | +1.4% |
| 6M | -6.5% | +29.0% | -35.5% | -11.0% |
| YTD | +6.7% | +76.9% | -70.2% | -3.4% |
| 1Y | +23.6% | +130.7% | -107.1% | +6.7% |
| 3Y | +37.1% | +790.7% | -753.5% | -12.2% |
| 5Y | +10.9% | +2,185.6% | -2,174.6% | -42.8% |
| 10Y | +245.4% | +5,993.3% | -5,747.9% | +48.6% |
| All | +245.4% | +5,976.4% | -5,731.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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