+7,487.7%
NEE vs EXC
+2,460.0%
+5,027.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +11.5% | +9.0% | +2.5% | +6.5% |
| 3M | +2.6% | +3.3% | -0.7% | +0.9% |
| 6M | -6.0% | +5.7% | -11.6% | -8.8% |
| YTD | +9.8% | +7.3% | +2.5% | +5.2% |
| 1Y | +4.7% | +2.9% | +1.8% | +2.5% |
| 3Y | +71.0% | +29.3% | +41.7% | +47.7% |
| 5Y | +15.8% | +40.1% | -24.2% | -4.1% |
| 10Y | +287.3% | +197.7% | +89.6% | +116.4% |
| All | +7,487.7% | +2,460.0% | +5,027.7% | +1,809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling