+11.3%
NEE vs XYZ
-68.2%
+79.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -4.3% | +2.9% | -1.0% |
| 30D | -3.3% | +1.2% | -4.5% | -3.5% |
| 3M | -2.3% | +14.6% | -16.9% | -3.6% |
| 6M | -8.9% | +22.6% | -31.4% | -11.0% |
| YTD | +4.8% | +21.7% | -16.9% | +2.0% |
| 1Y | +18.7% | +6.7% | +12.0% | +16.9% |
| 3Y | +33.2% | +46.8% | -13.6% | +21.6% |
| All | +11.3% | -68.2% | +79.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling