+244.8%
NEE vs USFR
+28.1%
+216.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.1% |
| 7D | -1.3% | +0.1% | -1.5% | -1.2% |
| 30D | -3.3% | +0.4% | -3.7% | -2.9% |
| 3M | -2.3% | +1.0% | -3.3% | -1.0% |
| 6M | -8.9% | +2.0% | -10.8% | -6.7% |
| YTD | +4.8% | +2.8% | +2.0% | +8.2% |
| 1Y | +18.7% | +4.1% | +14.6% | +24.6% |
| 3Y | +33.2% | +14.1% | +19.1% | +58.9% |
| 5Y | +10.9% | +20.6% | -9.7% | +41.6% |
| All | +244.8% | +28.1% | +216.7% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling