+33.5%
NEE vs XYZ
+46.5%
-13.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.9% | -5.2% | +3.2% | -1.7% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | -2.4% | +18.7% | -21.1% | -3.1% |
| 6M | -8.6% | +20.5% | -29.1% | -9.5% |
| YTD | +4.9% | +21.5% | -16.5% | +3.8% |
| 1Y | +19.4% | +7.2% | +12.2% | +18.8% |
| All | +33.5% | +46.5% | -13.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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