+291.2%
NEE vs XLP
+137.2%
+154.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.8% |
| 7D | -2.8% | -0.5% | -2.2% | -2.3% |
| 30D | +9.5% | +8.3% | +1.2% | +1.6% |
| 3M | +1.0% | +8.7% | -7.6% | -6.7% |
| 6M | -8.0% | +11.2% | -19.2% | -17.3% |
| YTD | +9.4% | +20.0% | -10.5% | -8.8% |
| 1Y | +3.1% | +21.3% | -18.2% | -15.0% |
| 3Y | +70.5% | +43.8% | +26.6% | +18.9% |
| 5Y | +15.2% | +43.3% | -28.1% | -19.7% |
| 10Y | +291.2% | +136.8% | +154.4% | +75.2% |
| All | +291.2% | +137.2% | +154.0% | +75.2% |
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