+281.9%
NEE vs FIX
+4,032.2%
-3,750.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -1.3% |
| 7D | +2.2% | -7.2% | +9.4% | +2.6% |
| 30D | +12.3% | -35.1% | +47.4% | +18.0% |
| 3M | +3.4% | -34.3% | +37.7% | +8.2% |
| 6M | -5.3% | -42.9% | +37.6% | +0.4% |
| YTD | +10.6% | +19.5% | -8.9% | +4.1% |
| 1Y | +6.5% | +16.8% | -10.3% | +0.4% |
| 3Y | +73.5% | +506.7% | -433.2% | +14.2% |
| 5Y | +17.0% | +1,046.7% | -1,029.7% | -34.8% |
| 10Y | +281.9% | +3,800.0% | -3,518.1% | +62.3% |
| All | +281.9% | +4,032.2% | -3,750.3% | +62.3% |
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