+3,545.7%
NEE vs FIX
+12,471.5%
-8,925.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.9% |
| 7D | +1.9% | +6.0% | -4.1% | +1.3% |
| 30D | -2.2% | -7.2% | +5.1% | -1.5% |
| 3M | -1.2% | -15.9% | +14.7% | 0.0% |
| 6M | -8.6% | +12.7% | -21.3% | -10.4% |
| YTD | +6.2% | +72.8% | -66.6% | -0.6% |
| 1Y | +21.1% | +122.9% | -101.8% | +10.1% |
| 3Y | +36.4% | +774.3% | -737.9% | +4.4% |
| 5Y | +11.4% | +2,049.5% | -2,038.1% | -23.0% |
| 10Y | +250.0% | +5,821.5% | -5,571.5% | +113.7% |
| All | +3,545.7% | +12,471.5% | -8,925.8% | +1,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling