+148.7%
XLK vs NEE
+9.6%
+139.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.5% |
| 30D | -0.6% | -3.3% | +2.7% | 0.0% |
| 3M | +2.6% | -2.3% | +4.8% | +2.9% |
| 6M | +34.0% | -8.9% | +42.8% | +36.0% |
| YTD | +30.7% | +4.8% | +25.9% | +28.3% |
| 1Y | +39.2% | +18.7% | +20.5% | +32.5% |
| 3Y | +120.4% | +33.2% | +87.2% | +98.6% |
| All | +148.7% | +9.6% | +139.1% | +137.9% |
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 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