+981.9%
NEE vs FN
+3,620.5%
-2,638.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -1.2% | -43.0% | +41.8% | +1.8% |
| 6M | -8.6% | -27.7% | +19.2% | -7.8% |
| YTD | +6.2% | -10.5% | +16.7% | +5.3% |
| 1Y | +21.1% | +12.5% | +8.6% | +17.8% |
| 3Y | +36.4% | +153.8% | -117.4% | +21.5% |
| 5Y | +11.4% | +288.0% | -276.6% | -5.5% |
| 10Y | +250.0% | +906.4% | -656.4% | +174.8% |
| All | +981.9% | +3,620.5% | -2,638.6% | +708.1% |
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 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