+111.8%
NEE vs FOXA
+90.3%
+21.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -0.2% | +2.3% | -2.5% | -0.8% |
| 3M | +0.5% | -2.8% | +3.4% | +0.4% |
| 6M | -6.5% | +9.6% | -16.1% | -9.2% |
| YTD | +6.7% | -9.9% | +16.6% | +7.9% |
| 1Y | +23.6% | +5.4% | +18.2% | +20.3% |
| 3Y | +37.1% | +115.3% | -78.1% | +10.9% |
| 5Y | +10.9% | +93.1% | -82.1% | -9.7% |
| All | +111.8% | +90.3% | +21.5% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling