+11.4%
NEE vs XLB
+29.8%
-18.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.9% |
| 7D | +9.2% | +3.9% | +5.2% | +7.6% |
| 30D | +16.0% | +8.9% | +7.1% | +12.4% |
| 3M | +2.2% | +4.1% | -1.9% | +0.5% |
| 6M | -6.0% | +7.3% | -13.3% | -8.7% |
| YTD | +12.6% | +20.4% | -7.8% | +3.0% |
| 1Y | +11.4% | +29.5% | -18.2% | -1.1% |
| All | +11.4% | +29.8% | -18.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling