+151.7%
NEE vs XLC
+143.7%
+8.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | +1.9% | -0.8% | +2.8% | +2.3% |
| 30D | -2.2% | +1.0% | -3.2% | -2.7% |
| 3M | -1.2% | -0.7% | -0.5% | -1.2% |
| 6M | -8.6% | -5.1% | -3.4% | -6.8% |
| YTD | +6.2% | -4.3% | +10.5% | +7.7% |
| 1Y | +21.1% | -0.6% | +21.7% | +20.6% |
| 3Y | +36.4% | +72.7% | -36.3% | +2.3% |
| 5Y | +11.4% | +38.0% | -26.6% | -7.3% |
| All | +151.7% | +143.7% | +8.0% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling