+244.8%
NEE vs XPO
+1,516.3%
-1,271.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -1.3% | -5.7% | +4.3% | -0.8% |
| 30D | -3.3% | -12.8% | +9.5% | -2.1% |
| 3M | -2.3% | -20.0% | +17.7% | -0.3% |
| 6M | -8.9% | -6.0% | -2.8% | -8.6% |
| YTD | +4.8% | +34.0% | -29.3% | +1.1% |
| 1Y | +18.7% | +35.6% | -16.8% | +14.1% |
| 3Y | +33.2% | +152.3% | -119.0% | +16.1% |
| 5Y | +10.9% | +264.4% | -253.5% | -10.8% |
| All | +244.8% | +1,516.3% | -1,271.5% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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