+833.6%
NEE vs XYL
+466.0%
+367.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -0.2% | -9.2% | +9.0% | +2.5% |
| 3M | +0.5% | -0.3% | +0.8% | +0.3% |
| 6M | -6.5% | -11.0% | +4.4% | -3.8% |
| YTD | +6.7% | -19.2% | +25.9% | +12.4% |
| 1Y | +23.6% | -21.2% | +44.8% | +31.1% |
| 3Y | +37.1% | +18.6% | +18.5% | +26.5% |
| 5Y | +10.9% | -14.3% | +25.2% | +10.5% |
| 10Y | +245.4% | +141.0% | +104.3% | +164.8% |
| All | +833.6% | +466.0% | +367.6% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling