+108.0%
NEE vs FOXA
+92.4%
+15.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -3.3% | +5.0% | -8.4% | -4.3% |
| 3M | -2.3% | -3.0% | +0.8% | -2.3% |
| 6M | -8.9% | +14.8% | -23.6% | -12.3% |
| YTD | +4.8% | -8.9% | +13.7% | +5.7% |
| 1Y | +18.7% | +13.3% | +5.4% | +13.7% |
| 3Y | +33.2% | +115.4% | -82.2% | +7.8% |
| 5Y | +10.9% | +95.3% | -84.4% | -9.9% |
| All | +108.0% | +92.4% | +15.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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