+11.0%
NEE vs FOXA
+90.4%
-79.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.5% |
| 7D | -1.9% | -3.7% | +1.8% | -1.5% |
| 30D | -3.1% | +5.4% | -8.5% | -3.8% |
| 3M | -2.4% | -3.7% | +1.3% | -2.3% |
| 6M | -8.6% | +12.6% | -21.2% | -10.8% |
| YTD | +4.9% | -10.0% | +14.9% | +6.3% |
| 1Y | +19.4% | +15.0% | +4.3% | +15.1% |
| 3Y | +34.9% | +115.1% | -80.2% | +11.7% |
| 5Y | +11.0% | +93.0% | -82.0% | -4.6% |
| All | +11.0% | +90.4% | -79.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling