+10.1%
NEE vs XME
+183.2%
-173.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.7% | +1.4% | -3.1% | -2.1% |
| 3M | -1.8% | +2.7% | -4.6% | -2.7% |
| 6M | -8.8% | +6.5% | -15.3% | -10.8% |
| YTD | +5.2% | +15.2% | -10.0% | +0.7% |
| 1Y | +21.3% | +43.5% | -22.2% | +9.8% |
| 3Y | +35.2% | +135.9% | -100.7% | +5.8% |
| 5Y | +10.1% | +181.5% | -171.3% | -15.4% |
| All | +10.1% | +183.2% | -173.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling