+253.2%
NEE vs EXPE
+153.6%
+99.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.5% | -11.5% | +11.0% | +0.6% |
| 30D | -1.7% | -13.1% | +11.4% | -0.4% |
| 3M | -1.8% | +18.1% | -20.0% | -3.8% |
| 6M | -8.8% | +13.3% | -22.1% | -10.5% |
| YTD | +5.2% | -3.2% | +8.4% | +4.5% |
| 1Y | +21.3% | +26.1% | -4.8% | +16.4% |
| 3Y | +35.2% | +151.7% | -116.5% | +16.0% |
| 5Y | +10.1% | +88.3% | -78.2% | -5.0% |
| 10Y | +253.2% | +158.0% | +95.2% | +159.3% |
| All | +253.2% | +153.6% | +99.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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