+253.2%
NEE vs EXC
+152.4%
+100.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -0.5% | +0.3% | -0.9% | -0.8% |
| 30D | -1.7% | -0.9% | -0.8% | -1.1% |
| 3M | -1.8% | -2.7% | +0.8% | -0.2% |
| 6M | -8.8% | -9.4% | +0.5% | -3.0% |
| YTD | +5.2% | +3.0% | +2.2% | +2.2% |
| 1Y | +21.3% | +5.1% | +16.2% | +16.0% |
| 3Y | +35.2% | +20.6% | +14.6% | +16.9% |
| 5Y | +10.1% | +45.7% | -35.6% | -17.2% |
| 10Y | +253.2% | +160.8% | +92.4% | +80.3% |
| All | +253.2% | +152.4% | +100.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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