+285.0%
NEE vs FIX
+3,612.7%
-3,327.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -3.4% | +16.9% | -20.3% | -5.4% |
| 30D | +9.0% | -30.6% | +39.7% | +13.6% |
| 3M | +0.2% | -35.1% | +35.3% | +5.0% |
| 6M | -8.5% | -44.0% | +35.5% | -2.6% |
| YTD | +8.6% | +21.0% | -12.5% | +2.0% |
| 1Y | +2.2% | +16.2% | -14.0% | -3.6% |
| 3Y | +69.1% | +506.9% | -437.8% | +11.2% |
| 5Y | +13.0% | +1,051.1% | -1,038.0% | -37.1% |
| All | +285.0% | +3,612.7% | -3,327.7% | +60.3% |
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