+291.2%
NEE vs FLEX
+658.8%
-367.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.7% |
| 7D | -2.8% | +2.2% | -5.0% | -3.2% |
| 30D | +9.5% | -32.6% | +42.2% | +13.6% |
| 3M | +1.0% | -35.5% | +36.5% | +5.1% |
| 6M | -8.0% | -45.6% | +37.6% | -3.2% |
| YTD | +9.4% | +30.7% | -21.3% | +0.6% |
| 1Y | +3.1% | +28.4% | -25.2% | -5.2% |
| 3Y | +70.5% | +301.7% | -231.2% | +26.0% |
| 5Y | +15.2% | +473.3% | -458.1% | -21.3% |
| 10Y | +291.2% | +651.7% | -360.6% | +122.8% |
| All | +291.2% | +658.8% | -367.6% | +122.8% |
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