+17.8%
NEE vs EXE
+165.2%
-147.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.1% | +5.3% | -7.4% | -2.7% |
| 30D | +8.6% | -2.2% | +10.8% | +8.8% |
| 3M | -0.3% | -5.9% | +5.6% | +0.3% |
| 6M | -8.9% | -5.7% | -3.2% | -8.5% |
| YTD | +8.3% | -17.8% | +26.2% | +10.3% |
| 1Y | +4.3% | -23.1% | +27.4% | +6.9% |
| 3Y | +70.7% | +21.2% | +49.6% | +65.9% |
| 5Y | +12.8% | +78.8% | -66.0% | +12.0% |
| All | +17.8% | +165.2% | -147.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling