+5.4%
NEE vs XLP
+22.1%
-16.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +12.3% | +8.9% | +3.3% | +7.3% |
| 3M | +3.4% | +7.5% | -4.1% | -0.6% |
| 6M | -5.3% | +9.4% | -14.7% | -10.2% |
| YTD | +10.6% | +19.3% | -8.7% | +0.1% |
| All | +5.4% | +22.1% | -16.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling