+1,477.5%
XLK vs NEE
+2,458.5%
-981.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | +0.8% | -1.7% | +2.5% | +1.4% |
| 3M | +4.1% | -1.8% | +5.9% | +4.6% |
| 6M | +34.8% | -8.8% | +43.6% | +38.2% |
| YTD | +30.8% | +5.2% | +25.6% | +27.2% |
| 1Y | +42.4% | +21.3% | +21.0% | +31.3% |
| 3Y | +121.8% | +35.2% | +86.6% | +88.3% |
| 5Y | +146.6% | +10.1% | +136.5% | +124.2% |
| 10Y | +804.3% | +253.2% | +551.0% | +424.5% |
| All | +1,477.5% | +2,458.5% | -981.0% | +453.8% |
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 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