+1,111.5%
XLI vs NEE
+2,495.0%
-1,383.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | +0.7% | +0.5% | +0.2% | +0.4% |
| 6M | +3.2% | -6.5% | +9.7% | +5.4% |
| YTD | +13.0% | +6.7% | +6.3% | +9.7% |
| 1Y | +16.8% | +23.6% | -6.8% | +6.9% |
| 3Y | +72.4% | +37.1% | +35.3% | +45.9% |
| 5Y | +82.8% | +10.9% | +71.8% | +65.5% |
| 10Y | +252.4% | +245.4% | +7.1% | +95.7% |
| All | +1,111.5% | +2,495.0% | -1,383.5% | +233.6% |
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