+281.9%
NEE vs FN
+837.6%
-555.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -0.8% |
| 7D | +2.2% | +16.3% | -14.1% | +1.0% |
| 30D | +12.3% | -24.7% | +37.0% | +13.9% |
| 3M | +3.4% | -34.9% | +38.3% | +5.5% |
| 6M | -5.3% | -41.1% | +35.8% | -3.2% |
| YTD | +10.6% | -19.6% | +30.2% | +9.7% |
| 1Y | +6.5% | -18.5% | +25.0% | +5.3% |
| 3Y | +73.5% | +119.1% | -45.6% | +52.0% |
| 5Y | +17.0% | +206.9% | -190.0% | -3.7% |
| 10Y | +281.9% | +826.4% | -544.6% | +195.9% |
| All | +281.9% | +837.6% | -555.7% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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