+341.6%
NEE vs XYZ
+615.2%
-273.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | -0.2% | +1.4% | -1.6% | -0.5% |
| 3M | +0.5% | +14.6% | -14.0% | -1.1% |
| 6M | -6.5% | +20.8% | -27.3% | -8.9% |
| YTD | +6.7% | +23.1% | -16.4% | +3.3% |
| 1Y | +23.6% | +5.6% | +18.0% | +21.4% |
| 3Y | +37.1% | +50.9% | -13.8% | +24.8% |
| 5Y | +10.9% | -68.6% | +79.5% | +15.0% |
| 10Y | +245.4% | +580.0% | -334.6% | +185.7% |
| All | +341.6% | +615.2% | -273.6% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling