+11.5%
NEE vs XLC
+40.7%
-29.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -2.1% | +3.7% | -5.8% | -3.3% |
| 30D | +8.6% | -1.9% | +10.5% | +9.2% |
| 3M | -0.3% | -3.1% | +2.8% | +0.5% |
| 6M | -8.9% | -6.4% | -2.6% | -7.2% |
| YTD | +8.3% | -6.8% | +15.2% | +10.4% |
| 1Y | +4.3% | -1.7% | +6.0% | +4.1% |
| 3Y | +70.7% | +64.7% | +6.1% | +37.3% |
| All | +11.5% | +40.7% | -29.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling