+11.4%
NEE vs VIVK
-100.0%
+111.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -27.5% | +32.3% | +4.8% |
| 7D | +9.2% | -68.7% | +77.8% | +8.8% |
| 30D | +16.0% | -90.0% | +106.0% | +15.2% |
| 3M | +2.2% | -98.1% | +100.2% | +1.1% |
| 6M | -6.0% | -99.9% | +93.9% | -7.9% |
| YTD | +12.6% | -99.9% | +112.5% | +10.3% |
| 1Y | +11.4% | -100.0% | +111.4% | +7.4% |
| All | +11.4% | -100.0% | +111.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling