+2,169.8%
NEE vs FLR
+603.8%
+1,566.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.3% |
| 30D | -2.2% | +11.4% | -13.5% | -3.6% |
| 3M | -1.2% | +11.4% | -12.6% | -2.9% |
| 6M | -8.6% | +16.6% | -25.2% | -10.9% |
| YTD | +6.2% | +41.7% | -35.5% | +1.0% |
| 1Y | +21.1% | +35.4% | -14.3% | +15.5% |
| 3Y | +36.4% | +57.3% | -20.9% | +24.5% |
| 5Y | +11.4% | +241.0% | -229.6% | -8.9% |
| 10Y | +250.0% | +16.6% | +233.3% | +197.2% |
| All | +2,169.8% | +603.8% | +1,566.0% | +1,448.4% |
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