+155.9%
NEE vs DBX
+20.9%
+135.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -3.1% | +2.8% | -6.0% | -3.4% |
| 3M | -2.4% | +26.8% | -29.2% | -4.7% |
| 6M | -8.6% | +32.8% | -41.4% | -11.5% |
| YTD | +4.9% | +26.1% | -21.1% | +2.1% |
| 1Y | +19.4% | +14.1% | +5.3% | +17.3% |
| 3Y | +34.9% | +25.7% | +9.1% | +28.9% |
| 5Y | +11.0% | +11.2% | -0.1% | +5.5% |
| All | +155.9% | +20.9% | +135.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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