+231.6%
NEE vs FTV
+90.8%
+140.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +1.9% | -4.5% | +6.4% | +3.3% |
| 30D | -2.2% | -7.1% | +4.9% | 0.0% |
| 3M | -1.2% | -7.2% | +6.0% | +0.7% |
| 6M | -8.6% | -1.5% | -7.1% | -8.8% |
| YTD | +6.2% | +3.5% | +2.7% | +3.6% |
| 1Y | +21.1% | +20.3% | +0.8% | +12.2% |
| 3Y | +36.4% | -3.1% | +39.5% | +33.1% |
| 5Y | +11.4% | +2.3% | +9.0% | +4.9% |
| 10Y | +250.0% | +76.3% | +173.7% | +161.3% |
| All | +231.6% | +90.8% | +140.8% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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