+334.9%
NEE vs XLRE
+107.7%
+227.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.3% |
| 7D | -1.9% | -2.7% | +0.8% | 0.0% |
| 30D | -3.1% | -2.3% | -0.8% | -1.5% |
| 3M | -2.4% | -3.5% | +1.1% | -0.1% |
| 6M | -8.6% | +1.9% | -10.5% | -10.0% |
| YTD | +4.9% | +8.3% | -3.4% | -1.3% |
| 1Y | +19.4% | +6.4% | +13.0% | +13.8% |
| 3Y | +34.9% | +30.2% | +4.6% | +10.6% |
| 5Y | +11.0% | +8.6% | +2.4% | +2.4% |
| 10Y | +252.3% | +87.4% | +165.0% | +121.9% |
| All | +334.9% | +107.7% | +227.2% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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