+1,408.4%
NEE vs XHB
+173.9%
+1,234.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -2.2% | -6.9% | +4.7% | -0.2% |
| 3M | -1.2% | -1.3% | +0.1% | -1.1% |
| 6M | -8.6% | -6.8% | -1.8% | -7.3% |
| YTD | +6.2% | +0.7% | +5.5% | +5.1% |
| 1Y | +21.1% | -11.2% | +32.3% | +24.1% |
| 3Y | +36.4% | +25.3% | +11.1% | +24.3% |
| 5Y | +11.4% | +37.3% | -26.0% | -2.7% |
| 10Y | +250.0% | +211.5% | +38.5% | +135.3% |
| All | +1,408.4% | +173.9% | +1,234.5% | +797.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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