+244.6%
NEE vs XLP
+101.7%
+142.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | 0.0% |
| 7D | +1.9% | -1.0% | +3.0% | +2.9% |
| 30D | -2.2% | -0.9% | -1.3% | -1.5% |
| 3M | -1.2% | +3.8% | -5.0% | -5.1% |
| 6M | -8.6% | -1.7% | -6.8% | -7.6% |
| YTD | +6.2% | +10.3% | -4.1% | -4.2% |
| 1Y | +21.1% | +7.8% | +13.3% | +11.5% |
| 3Y | +36.4% | +27.2% | +9.2% | +6.9% |
| 5Y | +11.4% | +32.5% | -21.2% | -16.5% |
| All | +244.6% | +101.7% | +142.9% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling