+248.8%
XLF vs NEE
+251.4%
-2.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -1.3% | -0.1% | -1.1% |
| 30D | -1.2% | -3.3% | +2.2% | -0.2% |
| 3M | +9.2% | -2.3% | +11.4% | +9.8% |
| 6M | +16.3% | -8.9% | +25.2% | +19.1% |
| YTD | +5.4% | +4.8% | +0.7% | +3.0% |
| 1Y | +7.6% | +18.7% | -11.1% | +0.7% |
| 3Y | +74.2% | +33.2% | +41.0% | +51.7% |
| 5Y | +66.1% | +10.9% | +55.3% | +52.5% |
| All | +248.8% | +251.4% | -2.5% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling