+15.2%
NEE vs XLB
+31.4%
-16.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.8% | -1.6% | -1.1% | -1.9% |
| 30D | +9.5% | +7.2% | +2.3% | +5.4% |
| 3M | +1.0% | 0.0% | +1.0% | +0.9% |
| 6M | -8.0% | +2.3% | -10.3% | -9.5% |
| YTD | +9.4% | +18.4% | -9.0% | -1.3% |
| 1Y | +3.1% | +23.3% | -20.2% | -9.2% |
| 3Y | +70.5% | +45.2% | +25.3% | +33.7% |
| 5Y | +15.2% | +31.0% | -15.7% | -3.3% |
| All | +15.2% | +31.4% | -16.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling