+244.8%
NEE vs VIAV
+419.4%
-174.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | -1.3% | +11.2% | -12.5% | -2.9% |
| 30D | -3.3% | -10.1% | +6.8% | -2.2% |
| 3M | -2.3% | -22.9% | +20.6% | +0.1% |
| 6M | -8.9% | +28.8% | -37.6% | -15.0% |
| YTD | +4.8% | +117.5% | -112.7% | -11.7% |
| 1Y | +18.7% | +216.1% | -197.3% | -7.3% |
| 3Y | +33.2% | +292.2% | -259.0% | -3.3% |
| 5Y | +10.9% | +141.0% | -130.1% | -11.9% |
| All | +244.8% | +419.4% | -174.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling