+7.8%
NEE vs FRMI
-78.6%
+86.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.2% |
| 7D | -1.9% | +10.9% | -12.8% | -2.2% |
| 30D | -3.1% | -24.3% | +21.2% | -2.6% |
| 3M | -2.4% | -21.8% | +19.4% | -2.3% |
| 6M | -8.6% | -33.0% | +24.4% | -8.3% |
| YTD | +4.9% | -32.6% | +37.6% | +5.5% |
| All | +7.8% | -78.6% | +86.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling