+244.8%
NEE vs XLY
+220.9%
+24.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.3% | -1.7% | +0.4% | -0.6% |
| 30D | -3.3% | -4.2% | +0.9% | -1.6% |
| 3M | -2.3% | -2.7% | +0.4% | -1.5% |
| 6M | -8.9% | -0.6% | -8.2% | -9.2% |
| YTD | +4.8% | -5.0% | +9.8% | +6.2% |
| 1Y | +18.7% | -4.1% | +22.8% | +19.7% |
| 3Y | +33.2% | +33.6% | -0.4% | +12.5% |
| 5Y | +10.9% | +28.7% | -17.9% | -7.4% |
| All | +244.8% | +220.9% | +24.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling