+1,978.5%
NEE vs XPO
+10,316.6%
-8,338.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.0% |
| 7D | +1.9% | +2.4% | -0.5% | +1.8% |
| 30D | -2.2% | -3.5% | +1.4% | -2.0% |
| 3M | -1.2% | -11.9% | +10.8% | -0.7% |
| 6M | -8.6% | -10.0% | +1.4% | -8.3% |
| YTD | +6.2% | +42.1% | -35.9% | +4.2% |
| 1Y | +21.1% | +47.6% | -26.5% | +18.5% |
| 3Y | +36.4% | +153.6% | -117.2% | +28.9% |
| 5Y | +11.4% | +266.5% | -255.1% | +2.1% |
| 10Y | +250.0% | +1,460.4% | -1,210.5% | +203.7% |
| All | +1,978.5% | +10,316.6% | -8,338.1% | +1,626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling