+2,566.8%
NEE vs XLB
+825.1%
+1,741.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +9.0% | +5.3% | +3.8% | +6.8% |
| 3M | +0.2% | 0.0% | +0.2% | +0.1% |
| 6M | -8.5% | +1.2% | -9.7% | -9.2% |
| YTD | +8.6% | +16.9% | -8.3% | +1.4% |
| 1Y | +2.2% | +20.9% | -18.7% | -6.0% |
| 3Y | +69.1% | +43.3% | +25.8% | +44.5% |
| 5Y | +13.0% | +28.3% | -15.3% | +0.6% |
| 10Y | +288.0% | +165.3% | +122.7% | +153.6% |
| All | +2,566.8% | +825.1% | +1,741.7% | +1,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling