+188.7%
NFE vs SPY
+11.9%
+176.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.4% | -10.6% | -9.4% |
| 7D | -14.6% | -0.6% | -14.0% | -14.1% |
| 30D | -17.7% | -3.7% | -14.0% | -5.4% |
| 3M | -79.1% | -2.7% | -76.3% | -76.9% |
| 6M | -89.8% | +2.2% | -92.0% | -91.4% |
| YTD | +214.0% | +10.8% | +203.2% | -13.6% |
| 1Y | +188.7% | +11.2% | +177.5% | -17.1% |
| All | +188.7% | +11.9% | +176.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling