+285.0%
NEE vs XLB
+164.1%
+120.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +9.0% | +5.3% | +3.8% | +6.1% |
| 3M | +0.2% | 0.0% | +0.2% | +0.1% |
| 6M | -8.5% | +1.2% | -9.7% | -9.4% |
| YTD | +8.6% | +16.9% | -8.3% | -0.7% |
| 1Y | +2.2% | +20.9% | -18.7% | -8.3% |
| 3Y | +69.1% | +43.3% | +25.8% | +37.3% |
| 5Y | +13.0% | +28.3% | -15.3% | -3.6% |
| All | +285.0% | +164.1% | +120.9% | +125.7% |
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