+33.8%
NEE vs DBX
+23.5%
+10.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -1.8% | +26.1% | -27.9% | -1.1% |
| 6M | -8.8% | +29.4% | -38.2% | -7.9% |
| YTD | +5.2% | +24.4% | -19.2% | +6.4% |
| 1Y | +21.3% | +10.9% | +10.5% | +22.9% |
| All | +33.8% | +23.5% | +10.3% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling