+225.7%
XLE vs NEE
+12.6%
+213.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +12.6% | -0.2% | +12.9% | +12.7% |
| 3M | +11.8% | +0.5% | +11.3% | +11.7% |
| 6M | +16.1% | -6.5% | +22.6% | +17.2% |
| YTD | +46.9% | +6.7% | +40.2% | +44.7% |
| 1Y | +53.3% | +23.6% | +29.6% | +46.7% |
| 3Y | +54.9% | +37.1% | +17.8% | +43.5% |
| 5Y | +225.7% | +10.9% | +214.8% | +199.3% |
| All | +225.7% | +12.6% | +213.0% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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