+2.2%
NEE vs XLC
-4.7%
+6.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -3.4% | +3.1% | -6.4% | -3.5% |
| 30D | +9.0% | -4.2% | +13.2% | +8.9% |
| 3M | +0.2% | -2.1% | +2.3% | 0.0% |
| 6M | -8.5% | -6.6% | -1.9% | -8.1% |
| YTD | +8.6% | -7.8% | +16.4% | +8.9% |
| 1Y | +2.2% | -4.1% | +6.2% | 0.0% |
| All | +2.2% | -4.7% | +6.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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