+33.8%
NEE vs XYL
+16.4%
+17.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.5% | +0.8% | -1.4% | -0.7% |
| 30D | -1.7% | -10.8% | +9.2% | +0.3% |
| 3M | -1.8% | -2.5% | +0.7% | -1.5% |
| 6M | -8.8% | -12.2% | +3.3% | -7.0% |
| YTD | +5.2% | -20.1% | +25.3% | +8.8% |
| 1Y | +21.3% | -20.6% | +42.0% | +25.5% |
| All | +33.8% | +16.4% | +17.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling