+1,015.1%
NEE vs FN
+3,270.0%
-2,254.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.7% |
| 7D | -2.8% | +8.0% | -10.8% | -3.4% |
| 30D | +9.5% | -19.1% | +28.7% | +10.5% |
| 3M | +1.0% | -29.8% | +30.9% | +2.6% |
| 6M | -8.0% | -43.2% | +35.2% | -5.8% |
| YTD | +9.4% | -18.9% | +28.4% | +8.6% |
| 1Y | +3.1% | -17.9% | +21.0% | +2.1% |
| 3Y | +70.5% | +120.1% | -49.6% | +52.7% |
| 5Y | +15.2% | +206.7% | -191.5% | -1.1% |
| 10Y | +291.2% | +804.7% | -513.5% | +207.7% |
| All | +1,015.1% | +3,270.0% | -2,254.8% | +733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling