+415.1%
XLF vs NEE
+2,495.0%
-2,079.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +10.6% | +0.5% | +10.1% | +10.2% |
| 6M | +14.3% | -6.5% | +20.8% | +16.9% |
| YTD | +5.5% | +6.7% | -1.2% | +1.3% |
| 1Y | +9.6% | +23.6% | -14.0% | -2.0% |
| 3Y | +75.2% | +37.1% | +38.0% | +41.9% |
| 5Y | +65.5% | +10.9% | +54.6% | +44.7% |
| 10Y | +246.4% | +245.4% | +1.1% | +59.4% |
| All | +415.1% | +2,495.0% | -2,079.9% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling