+14.1%
NEE vs EXE
+188.3%
-174.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | -3.1% | -0.8% | -2.3% | -3.1% |
| 3M | -2.4% | +10.0% | -12.5% | -3.5% |
| 6M | -8.6% | -6.3% | -2.3% | -8.1% |
| YTD | +4.9% | -10.7% | +15.6% | +5.9% |
| 1Y | +19.4% | +2.7% | +16.7% | +18.5% |
| 3Y | +34.9% | +19.1% | +15.7% | +31.2% |
| 5Y | +11.0% | +105.4% | -94.4% | +10.0% |
| All | +14.1% | +188.3% | -174.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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