+244.8%
NEE vs EXEL
+375.2%
-130.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | -3.3% | +11.4% | -14.7% | -4.0% |
| 3M | -2.3% | +4.9% | -7.1% | -2.6% |
| 6M | -8.9% | +34.4% | -43.3% | -10.7% |
| YTD | +4.8% | +28.0% | -23.3% | +2.8% |
| 1Y | +18.7% | +43.6% | -24.9% | +15.5% |
| 3Y | +33.2% | +155.2% | -122.0% | +23.6% |
| 5Y | +10.9% | +181.2% | -170.3% | +1.6% |
| All | +244.8% | +375.2% | -130.4% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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