+4.3%
NEE vs FLR
+8.4%
-4.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -2.1% | +5.4% | -7.5% | -2.2% |
| 30D | +8.6% | +2.8% | +5.8% | +8.6% |
| 3M | -0.3% | -6.4% | +6.1% | +0.2% |
| 6M | -8.9% | +8.8% | -17.7% | -9.3% |
| YTD | +8.3% | +23.6% | -15.3% | +6.8% |
| 1Y | +4.3% | +13.8% | -9.5% | +3.2% |
| All | +4.3% | +8.4% | -4.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling