+1,892.1%
NEE vs ITOT
+879.4%
+1,012.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -0.6% |
| 30D | -3.1% | -2.0% | -1.2% | -1.9% |
| 3M | -2.4% | +4.5% | -7.0% | -5.5% |
| 6M | -8.6% | +12.6% | -21.2% | -16.0% |
| YTD | +4.9% | +12.0% | -7.1% | -3.4% |
| 1Y | +19.4% | +17.3% | +2.1% | +6.5% |
| 3Y | +34.9% | +75.2% | -40.4% | -10.6% |
| 5Y | +11.0% | +74.0% | -63.0% | -26.8% |
| 10Y | +252.3% | +298.6% | -46.3% | +26.9% |
| All | +1,892.1% | +879.4% | +1,012.7% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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