+889.2%
XLV vs NEE
+2,448.0%
-1,558.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -1.3% | -2.2% | -3.1% |
| 30D | -1.8% | -3.3% | +1.5% | -0.8% |
| 3M | +7.8% | -2.3% | +10.0% | +8.5% |
| 6M | +9.1% | -8.9% | +18.0% | +11.9% |
| YTD | +7.7% | +4.8% | +3.0% | +5.6% |
| 1Y | +20.4% | +18.7% | +1.7% | +13.2% |
| 3Y | +30.8% | +33.2% | -2.5% | +15.0% |
| 5Y | +34.6% | +10.9% | +23.8% | +24.0% |
| 10Y | +173.4% | +251.8% | -78.4% | +68.1% |
| All | +889.2% | +2,448.0% | -1,558.7% | +249.4% |
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