+3,427.9%
NEE vs EXEL
+273.2%
+3,154.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.9% | +8.4% | -6.4% | +1.4% |
| 30D | -2.2% | +4.1% | -6.2% | -2.4% |
| 3M | -1.2% | +12.4% | -13.6% | -2.0% |
| 6M | -8.6% | +41.5% | -50.1% | -10.7% |
| YTD | +6.2% | +34.6% | -28.4% | +3.9% |
| 1Y | +21.1% | +57.9% | -36.8% | +17.2% |
| 3Y | +36.4% | +159.5% | -123.1% | +26.8% |
| 5Y | +11.4% | +198.5% | -187.1% | +2.1% |
| 10Y | +250.0% | +411.4% | -161.4% | +199.0% |
| All | +3,427.9% | +273.2% | +3,154.7% | +2,393.4% |
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