+15.2%
NEE vs XRT
-1.3%
+16.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -1.4% | -1.3% | -2.4% |
| 30D | +9.5% | +9.8% | -0.2% | +6.7% |
| 3M | +1.0% | +3.3% | -2.2% | 0.0% |
| 6M | -8.0% | +13.6% | -21.6% | -11.3% |
| YTD | +9.4% | +9.1% | +0.4% | +6.4% |
| 1Y | +3.1% | +15.1% | -11.9% | -1.3% |
| 3Y | +70.5% | +59.9% | +10.5% | +44.9% |
| 5Y | +15.2% | -1.7% | +16.9% | +5.3% |
| All | +15.2% | -1.3% | +16.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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