+419.0%
NEE vs USFR
+27.5%
+391.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +1.9% | +0.1% | +1.9% | +2.0% |
| 30D | -2.2% | +0.3% | -2.5% | -2.1% |
| 3M | -1.2% | +1.0% | -2.2% | -0.9% |
| 6M | -8.6% | +1.9% | -10.5% | -8.1% |
| YTD | +6.2% | +2.6% | +3.6% | +6.8% |
| 1Y | +21.1% | +4.0% | +17.1% | +22.2% |
| 3Y | +36.4% | +14.1% | +22.3% | +41.1% |
| 5Y | +11.4% | +20.4% | -9.0% | +16.6% |
| 10Y | +250.0% | +28.0% | +222.0% | +268.1% |
| All | +419.0% | +27.5% | +391.5% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling