+3,699.5%
NEE vs FIX
+7,843.3%
-4,143.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.0% |
| 7D | +3.9% | -17.5% | +21.3% | +5.4% |
| 30D | +12.8% | -41.6% | +54.4% | +18.2% |
| 3M | +3.6% | -40.6% | +44.1% | +8.1% |
| 6M | -7.5% | -49.4% | +41.9% | -2.3% |
| YTD | +10.7% | +9.2% | +1.5% | +7.6% |
| 1Y | +9.1% | +6.5% | +2.6% | +6.2% |
| 3Y | +61.0% | +448.7% | -387.7% | +28.3% |
| 5Y | +16.3% | +948.7% | -932.4% | -14.3% |
| 10Y | +264.6% | +3,659.7% | -3,395.1% | +131.3% |
| All | +3,699.5% | +7,843.3% | -4,143.8% | +1,936.3% |
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 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