+159.0%
NEE vs DBX
+20.1%
+138.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +1.9% | -2.4% | +4.4% | +2.2% |
| 30D | -2.2% | -0.5% | -1.7% | -2.2% |
| 3M | -1.2% | +28.1% | -29.2% | -3.6% |
| 6M | -8.6% | +33.1% | -41.7% | -11.5% |
| YTD | +6.2% | +25.3% | -19.1% | +3.4% |
| 1Y | +21.1% | +18.3% | +2.8% | +18.5% |
| 3Y | +36.4% | +25.0% | +11.4% | +30.4% |
| 5Y | +11.4% | +7.5% | +3.8% | +6.2% |
| All | +159.0% | +20.1% | +138.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling