+288.1%
NEE vs EXPE
+125.1%
+163.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.6% |
| 7D | -2.8% | -17.8% | +15.0% | -0.9% |
| 30D | +9.5% | -3.2% | +12.8% | +9.7% |
| 3M | +1.0% | -19.0% | +20.0% | +2.9% |
| 6M | -8.0% | +17.7% | -25.7% | -10.0% |
| YTD | +9.4% | -7.8% | +17.2% | +9.0% |
| 1Y | +3.1% | -1.4% | +4.5% | +1.8% |
| 3Y | +70.5% | +121.9% | -51.5% | +48.7% |
| 5Y | +15.2% | +44.3% | -29.0% | +3.2% |
| All | +288.1% | +125.1% | +163.0% | +184.6% |
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