+1,425.7%
NEE vs XRT
+537.3%
+888.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -3.4% | -0.4% | -2.9% | -3.2% |
| 30D | +9.0% | +7.5% | +1.5% | +6.5% |
| 3M | +0.2% | +2.3% | -2.2% | -0.7% |
| 6M | -8.5% | +12.8% | -21.3% | -12.3% |
| YTD | +8.6% | +7.1% | +1.5% | +5.5% |
| 1Y | +2.2% | +12.3% | -10.1% | -2.3% |
| 3Y | +69.1% | +57.0% | +12.1% | +42.1% |
| 5Y | +13.0% | -4.3% | +17.3% | +9.6% |
| 10Y | +288.0% | +136.7% | +151.3% | +147.2% |
| All | +1,425.7% | +537.3% | +888.4% | +504.1% |
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