+72.5%
NEE vs XLP
+44.0%
+28.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -2.8% | -0.5% | -2.2% | -2.4% |
| 30D | +9.5% | +8.3% | +1.2% | +2.9% |
| 3M | +1.0% | +8.7% | -7.6% | -5.4% |
| 6M | -8.0% | +11.2% | -19.2% | -15.9% |
| YTD | +9.4% | +20.0% | -10.5% | -6.9% |
| 1Y | +3.1% | +21.3% | -18.2% | -13.3% |
| All | +72.5% | +44.0% | +28.5% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling