+2.2%
NEE vs FIX
+17.5%
-15.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | -3.4% | +16.9% | -20.3% | -3.6% |
| 30D | +9.0% | -30.6% | +39.7% | +10.8% |
| 3M | +0.2% | -35.1% | +35.3% | +2.2% |
| 6M | -8.5% | -44.0% | +35.5% | -5.5% |
| YTD | +8.6% | +21.0% | -12.5% | +3.8% |
| 1Y | +2.2% | +16.2% | -14.0% | -2.3% |
| All | +2.2% | +17.5% | -15.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling