+848.0%
NEE vs XYL
+389.9%
+458.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | +8.6% | -8.3% | +16.9% | +10.8% |
| 3M | -0.3% | -21.4% | +21.1% | +6.2% |
| 6M | -8.9% | -12.9% | +4.0% | -6.0% |
| YTD | +8.3% | -30.1% | +38.4% | +18.3% |
| 1Y | +4.3% | -35.2% | +39.4% | +16.4% |
| 3Y | +70.7% | -0.8% | +71.5% | +65.2% |
| 5Y | +12.8% | -23.2% | +36.0% | +15.5% |
| 10Y | +287.2% | +101.2% | +186.0% | +209.8% |
| All | +848.0% | +389.9% | +458.1% | +548.5% |
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