+19.4%
NEE vs XLC
-2.1%
+21.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.9% | -1.7% | -0.3% | -1.8% |
| 30D | -3.1% | +0.2% | -3.3% | -3.1% |
| 3M | -2.4% | +0.7% | -3.1% | -2.3% |
| 6M | -8.6% | -4.5% | -4.1% | -7.9% |
| YTD | +4.9% | -4.7% | +9.7% | +5.7% |
| 1Y | +19.4% | -1.5% | +20.9% | +20.7% |
| All | +19.4% | -2.1% | +21.4% | +20.7% |
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