+5,587.8%
NEE vs FLEX
+7,523.3%
-1,935.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -2.2% | -10.1% | +8.0% | -1.5% |
| 3M | -1.2% | -31.3% | +30.2% | +1.1% |
| 6M | -8.6% | +71.3% | -79.8% | -13.3% |
| YTD | +6.2% | +81.2% | -75.1% | 0.0% |
| 1Y | +21.1% | +98.5% | -77.4% | +13.1% |
| 3Y | +36.4% | +428.2% | -391.9% | +16.6% |
| 5Y | +11.4% | +657.3% | -645.9% | -7.9% |
| 10Y | +250.0% | +995.9% | -745.9% | +173.9% |
| All | +5,587.8% | +7,523.3% | -1,935.5% | +4,145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling