+68.5%
XLI vs NEE
+34.5%
+34.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -8.2% | -3.1% | -5.0% | -7.7% |
| 3M | +0.8% | -2.4% | +3.2% | +1.1% |
| 6M | +0.8% | -8.6% | +9.4% | +2.1% |
| YTD | +10.5% | +4.9% | +5.6% | +9.7% |
| 1Y | +14.1% | +19.4% | -5.3% | +11.3% |
| All | +68.5% | +34.5% | +34.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling