+246.3%
NEE vs XLB
+166.1%
+80.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | +1.0% |
| 30D | -1.7% | -3.4% | +1.7% | 0.0% |
| 3M | -1.8% | +1.6% | -3.4% | -2.9% |
| 6M | -8.8% | +3.6% | -12.5% | -10.9% |
| YTD | +5.2% | +14.2% | -9.0% | -2.5% |
| 1Y | +21.3% | +15.6% | +5.8% | +11.6% |
| 3Y | +35.2% | +33.1% | +2.1% | +14.4% |
| 5Y | +10.1% | +35.0% | -24.9% | -8.3% |
| All | +246.3% | +166.1% | +80.2% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling