+9.6%
NEE vs FRMI
-77.3%
+86.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | +0.2% |
| 7D | +1.1% | +23.3% | -22.2% | +0.6% |
| 30D | -0.2% | -7.6% | +7.4% | -0.2% |
| 3M | +0.5% | +0.2% | +0.4% | 0.0% |
| 6M | -6.5% | -28.7% | +22.2% | -6.4% |
| YTD | +6.7% | -28.6% | +35.3% | +7.1% |
| All | +9.6% | -77.3% | +86.9% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling