+244.8%
NEE vs FLR
+19.7%
+225.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.3% | -3.5% | +2.1% | -1.2% |
| 30D | -3.3% | +4.2% | -7.5% | -3.5% |
| 3M | -2.3% | +8.1% | -10.3% | -2.8% |
| 6M | -8.9% | +21.5% | -30.4% | -10.1% |
| YTD | +4.8% | +36.8% | -32.0% | +2.7% |
| 1Y | +18.7% | +31.2% | -12.5% | +16.5% |
| 3Y | +33.2% | +53.9% | -20.6% | +28.3% |
| 5Y | +10.9% | +243.0% | -232.2% | +3.0% |
| All | +244.8% | +19.7% | +225.1% | +210.7% |
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