+12.2%
NEE vs FN
+289.0%
-276.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -0.9% |
| 7D | +1.9% | -1.7% | +3.6% | +2.0% |
| 30D | -2.2% | -22.0% | +19.8% | -1.2% |
| 3M | -1.2% | -43.0% | +41.8% | +1.1% |
| 6M | -8.6% | -27.7% | +19.2% | -8.0% |
| YTD | +6.2% | -10.5% | +16.7% | +5.5% |
| 1Y | +21.1% | +12.5% | +8.6% | +18.5% |
| 3Y | +36.4% | +153.8% | -117.4% | +20.2% |
| All | +12.2% | +289.0% | -276.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling