+34.8%
XLK vs NEE
-7.1%
+41.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | +2.3% | -0.5% | +2.9% | +2.2% |
| 30D | +0.8% | -1.7% | +2.5% | +0.6% |
| 3M | +4.1% | -1.8% | +5.9% | +3.8% |
| 6M | +34.8% | -8.8% | +43.6% | +34.6% |
| All | +34.8% | -7.1% | +41.8% | +34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling