+284.2%
NEE vs FLR
+7.4%
+276.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.1% | +5.4% | -7.5% | -2.4% |
| 30D | +8.6% | +2.8% | +5.8% | +8.4% |
| 3M | -0.3% | -6.4% | +6.1% | -0.1% |
| 6M | -8.9% | +8.8% | -17.7% | -9.6% |
| YTD | +8.3% | +23.6% | -15.3% | +6.6% |
| 1Y | +4.3% | +13.8% | -9.5% | +3.0% |
| 3Y | +70.7% | +36.5% | +34.3% | +65.1% |
| 5Y | +12.8% | +119.3% | -106.5% | +6.3% |
| All | +284.2% | +7.4% | +276.8% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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