+2,508.6%
NEE vs XLP
+523.7%
+1,985.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.1% |
| 7D | +1.9% | -1.0% | +3.0% | +2.7% |
| 30D | -2.2% | -0.9% | -1.3% | -1.6% |
| 3M | -1.2% | +3.8% | -5.0% | -4.3% |
| 6M | -8.6% | -1.7% | -6.8% | -7.7% |
| YTD | +6.2% | +10.3% | -4.1% | -2.0% |
| 1Y | +21.1% | +7.8% | +13.3% | +13.5% |
| 3Y | +36.4% | +27.2% | +9.2% | +13.1% |
| 5Y | +11.4% | +32.5% | -21.2% | -10.3% |
| 10Y | +250.0% | +101.8% | +148.2% | +110.6% |
| All | +2,508.6% | +523.7% | +1,985.0% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling