+2,247.1%
NEE vs FLR
+532.1%
+1,714.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.3% | +5.1% | -2.8% | +1.7% |
| 30D | +11.5% | -0.5% | +12.0% | +11.3% |
| 3M | +2.6% | -3.5% | +6.1% | +2.8% |
| 6M | -6.0% | +16.5% | -22.4% | -8.3% |
| YTD | +9.8% | +27.3% | -17.5% | +5.5% |
| 1Y | +4.7% | +10.6% | -5.9% | +2.1% |
| 3Y | +71.0% | +39.4% | +31.7% | +58.2% |
| 5Y | +15.8% | +126.4% | -110.6% | -0.6% |
| 10Y | +287.3% | +8.4% | +278.9% | +231.5% |
| All | +2,247.1% | +532.1% | +1,714.9% | +1,517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling