+5.3%
NEE vs NVDL
+2,476.2%
-2,470.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | -10.3% | +9.0% | -1.4% |
| 30D | -3.3% | -7.1% | +3.8% | -3.4% |
| 3M | -2.3% | +6.6% | -8.8% | -2.1% |
| 6M | -8.9% | +21.1% | -29.9% | -8.6% |
| YTD | +4.8% | +15.2% | -10.4% | +5.1% |
| 1Y | +18.7% | +18.8% | -0.1% | +19.2% |
| 3Y | +33.2% | +649.9% | -616.7% | +35.4% |
| All | +5.3% | +2,476.2% | -2,470.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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