+1,392.4%
NEE vs XRT
+514.3%
+878.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -2.2% | -4.2% | +2.0% | -0.8% |
| 3M | -1.2% | +5.1% | -6.3% | -3.0% |
| 6M | -8.6% | +2.4% | -11.0% | -9.6% |
| YTD | +6.2% | +3.2% | +3.0% | +4.6% |
| 1Y | +21.1% | +1.5% | +19.6% | +19.6% |
| 3Y | +36.4% | +40.6% | -4.2% | +19.0% |
| 5Y | +11.4% | -1.0% | +12.4% | +6.4% |
| 10Y | +250.0% | +128.4% | +121.6% | +125.4% |
| All | +1,392.4% | +514.3% | +878.1% | +498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling