+11.4%
NEE vs FRMI
-93.1%
+104.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -10.6% | +15.5% | +5.1% |
| 7D | +9.2% | -39.7% | +48.9% | +10.2% |
| 30D | +16.0% | -55.2% | +71.1% | +17.9% |
| 3M | +2.2% | -71.2% | +73.4% | +5.0% |
| 6M | -6.0% | -64.1% | +58.1% | -4.6% |
| YTD | +12.6% | -77.2% | +89.8% | +16.2% |
| 1Y | +11.4% | -93.2% | +104.5% | +17.7% |
| All | +11.4% | -93.1% | +104.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling