+284.2%
NEE vs FN
+700.1%
-416.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +8.6% | -16.5% | +25.1% | +9.4% |
| 3M | -0.3% | -42.1% | +41.8% | +2.5% |
| 6M | -8.9% | -52.9% | +44.0% | -5.6% |
| YTD | +8.3% | -28.0% | +36.3% | +8.1% |
| 1Y | +4.3% | -18.5% | +22.8% | +2.8% |
| 3Y | +70.7% | +93.9% | -23.1% | +50.6% |
| 5Y | +12.8% | +170.5% | -157.7% | -6.4% |
| All | +284.2% | +700.1% | -416.0% | +200.5% |
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