+2,354.6%
NEE vs FTI
+2,165.1%
+189.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.9% | +5.3% | -3.3% | +1.2% |
| 30D | -2.2% | +15.3% | -17.5% | -4.1% |
| 3M | -1.2% | +15.8% | -16.9% | -3.4% |
| 6M | -8.6% | +22.6% | -31.1% | -11.5% |
| YTD | +6.2% | +79.5% | -73.4% | -2.6% |
| 1Y | +21.1% | +102.0% | -80.9% | +9.0% |
| 3Y | +36.4% | +315.8% | -279.4% | +8.5% |
| 5Y | +11.4% | +1,129.5% | -1,118.1% | -27.4% |
| 10Y | +250.0% | +320.9% | -71.0% | +140.0% |
| All | +2,354.6% | +2,165.1% | +189.5% | +931.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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