+37.1%
NEE vs FLEX
+475.0%
-437.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.4% |
| 7D | +1.1% | +7.0% | -5.9% | +0.9% |
| 30D | -0.2% | -5.8% | +5.6% | -0.1% |
| 3M | +0.5% | -24.2% | +24.7% | +1.0% |
| 6M | -6.5% | +90.8% | -97.3% | -9.4% |
| YTD | +6.7% | +89.2% | -82.5% | +3.3% |
| 1Y | +23.6% | +104.7% | -81.1% | +19.1% |
| 3Y | +37.1% | +478.1% | -441.0% | +14.5% |
| All | +37.1% | +475.0% | -437.9% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling