+287.3%
NEE vs FIX
+3,723.8%
-3,436.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.3% | -13.9% | +16.2% | +3.8% |
| 30D | +11.5% | -35.5% | +47.0% | +17.3% |
| 3M | +2.6% | -33.9% | +36.6% | +7.3% |
| 6M | -6.0% | -43.3% | +37.3% | -0.1% |
| YTD | +9.8% | +18.7% | -8.9% | +3.5% |
| 1Y | +4.7% | +13.8% | -9.1% | -0.9% |
| 3Y | +71.0% | +495.0% | -423.9% | +12.8% |
| 5Y | +15.8% | +1,049.0% | -1,033.2% | -35.6% |
| 10Y | +287.3% | +3,644.4% | -3,357.1% | +61.9% |
| All | +287.3% | +3,723.8% | -3,436.5% | +61.9% |
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