+245.4%
NEE vs FLEX
+1,045.7%
-800.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -3.1% | -11.8% | +8.6% | -1.8% |
| 3M | -2.4% | -22.6% | +20.1% | -0.3% |
| 6M | -8.6% | +77.3% | -85.9% | -17.7% |
| YTD | +4.9% | +78.8% | -73.8% | -6.0% |
| 1Y | +19.4% | +86.1% | -66.7% | +5.8% |
| 3Y | +34.9% | +446.2% | -411.4% | -2.9% |
| 5Y | +11.0% | +689.7% | -678.7% | -26.2% |
| All | +245.4% | +1,045.7% | -800.3% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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