+260.3%
NEE vs XLP
+126.4%
+133.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.3% |
| 7D | +3.9% | +0.7% | +3.1% | +3.2% |
| 30D | +12.8% | +10.3% | +2.6% | +3.0% |
| 3M | +3.6% | +6.5% | -3.0% | -2.6% |
| 6M | -7.5% | +8.4% | -15.9% | -14.8% |
| YTD | +10.7% | +18.2% | -7.5% | -6.5% |
| 1Y | +9.1% | +22.4% | -13.3% | -11.0% |
| 3Y | +61.0% | +41.9% | +19.1% | +13.6% |
| 5Y | +16.3% | +40.9% | -24.6% | -17.7% |
| All | +260.3% | +126.4% | +133.8% | +67.5% |
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