+2,521.1%
NEE vs XLU
+639.3%
+1,881.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | +1.1% | +2.1% | -1.0% | -0.9% |
| 30D | -0.2% | -0.4% | +0.1% | +0.1% |
| 3M | +0.5% | +0.5% | +0.1% | 0.0% |
| 6M | -6.5% | -5.8% | -0.7% | -1.0% |
| YTD | +6.7% | +3.1% | +3.6% | +3.6% |
| 1Y | +23.6% | +8.1% | +15.5% | +14.8% |
| 3Y | +37.1% | +50.5% | -13.4% | -5.3% |
| 5Y | +10.9% | +44.7% | -33.8% | -19.7% |
| 10Y | +245.4% | +136.8% | +108.5% | +61.5% |
| All | +2,521.1% | +639.3% | +1,881.8% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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