+33.5%
NEE vs XME
+124.3%
-90.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -3.1% | -2.6% | -0.5% | -2.8% |
| 3M | -2.4% | +2.2% | -4.6% | -3.0% |
| 6M | -8.6% | +0.7% | -9.3% | -9.4% |
| YTD | +4.9% | +10.9% | -6.0% | +1.5% |
| 1Y | +19.4% | +35.7% | -16.3% | +10.2% |
| All | +33.5% | +124.3% | -90.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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