+61.0%
NEE vs FN
+101.0%
-40.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.1% | -1.5% |
| 7D | +3.9% | 0.0% | +3.9% | +3.8% |
| 30D | +12.8% | -34.3% | +47.1% | +13.5% |
| 3M | +3.6% | -39.9% | +43.4% | +4.2% |
| 6M | -7.5% | -51.8% | +44.3% | -6.6% |
| YTD | +10.7% | -28.1% | +38.8% | +11.1% |
| 1Y | +9.1% | -29.1% | +38.2% | +9.4% |
| 3Y | +61.0% | +102.4% | -41.4% | +45.8% |
| All | +61.0% | +101.0% | -40.0% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling