+10.1%
NEE vs EXE
+100.7%
-90.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.5% | -2.7% | +2.2% | -0.2% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | -1.8% | +9.5% | -11.3% | -3.1% |
| 6M | -8.8% | -9.3% | +0.5% | -7.9% |
| YTD | +5.2% | -10.9% | +16.1% | +6.4% |
| 1Y | +21.3% | +4.3% | +17.0% | +20.0% |
| 3Y | +35.2% | +18.8% | +16.4% | +30.8% |
| 5Y | +10.1% | +101.4% | -91.3% | +7.8% |
| All | +10.1% | +100.7% | -90.5% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling