+3,499.3%
NEE vs EXEL
+336.4%
+3,163.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +8.6% | +13.1% | -4.5% | +7.7% |
| 3M | -0.3% | +36.3% | -36.6% | -2.3% |
| 6M | -8.9% | +34.5% | -43.5% | -10.7% |
| YTD | +8.3% | +57.4% | -49.1% | +4.9% |
| 1Y | +4.3% | +62.9% | -58.7% | +0.7% |
| 3Y | +70.7% | +229.5% | -158.8% | +56.5% |
| 5Y | +12.8% | +281.2% | -268.4% | +1.9% |
| 10Y | +287.2% | +320.7% | -33.5% | +236.2% |
| All | +3,499.3% | +336.4% | +3,163.0% | +2,417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling