+281.9%
NEE vs EXPD
+334.2%
-52.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | +2.2% | -5.5% | +7.6% | +3.7% |
| 30D | +12.3% | -1.9% | +14.1% | +12.7% |
| 3M | +3.4% | +6.1% | -2.7% | +1.3% |
| 6M | -5.3% | +21.6% | -26.9% | -11.1% |
| YTD | +10.6% | +27.9% | -17.3% | +1.1% |
| 1Y | +6.5% | +39.4% | -32.9% | -5.4% |
| 3Y | +73.5% | +72.7% | +0.9% | +40.6% |
| 5Y | +17.0% | +60.3% | -43.3% | -4.6% |
| 10Y | +281.9% | +332.6% | -50.7% | +133.2% |
| All | +281.9% | +334.2% | -52.3% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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