+1,422.6%
NEE vs XRT
+539.9%
+882.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | +8.6% | +7.5% | +1.1% | +6.0% |
| 3M | -0.3% | +2.2% | -2.5% | -1.1% |
| 6M | -8.9% | +14.7% | -23.6% | -13.2% |
| YTD | +8.3% | +7.5% | +0.8% | +5.2% |
| 1Y | +4.3% | +14.1% | -9.9% | -0.9% |
| 3Y | +70.7% | +58.8% | +12.0% | +43.0% |
| 5Y | +12.8% | -3.9% | +16.7% | +9.2% |
| 10Y | +287.2% | +137.7% | +149.5% | +146.3% |
| All | +1,422.6% | +539.9% | +882.7% | +502.1% |
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