+1,464.8%
NEE vs VIG
+655.8%
+809.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +3.5% | -5.6% | -4.9% |
| 30D | +8.6% | +4.9% | +3.7% | +4.3% |
| 3M | -0.3% | +2.5% | -2.8% | -2.4% |
| 6M | -8.9% | +11.0% | -19.9% | -16.7% |
| YTD | +8.3% | +16.0% | -7.6% | -4.5% |
| 1Y | +4.3% | +17.5% | -13.3% | -9.2% |
| 3Y | +70.7% | +67.0% | +3.7% | +9.9% |
| 5Y | +12.8% | +64.8% | -52.0% | -26.7% |
| 10Y | +287.2% | +263.6% | +23.6% | +28.7% |
| All | +1,464.8% | +655.8% | +809.0% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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