+70.7%
NEE vs EXPD
+75.3%
-4.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | +5.5% | -7.6% | -2.8% |
| 30D | +8.6% | -0.8% | +9.4% | +8.6% |
| 3M | -0.3% | +4.1% | -4.4% | -1.0% |
| 6M | -8.9% | +25.7% | -34.6% | -12.0% |
| YTD | +8.3% | +31.4% | -23.1% | +3.0% |
| 1Y | +4.3% | +42.2% | -37.9% | -2.7% |
| 3Y | +70.7% | +77.2% | -6.4% | +36.5% |
| All | +70.7% | +75.3% | -4.5% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling