+244.8%
NEE vs VIVK
-100.0%
+344.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | -1.3% | -4.4% | +3.0% | -1.3% |
| 30D | -3.3% | -40.8% | +37.5% | -3.2% |
| 3M | -2.3% | -94.1% | +91.9% | -1.9% |
| 6M | -8.9% | -98.2% | +89.3% | -8.4% |
| YTD | +4.8% | -98.0% | +102.8% | +5.1% |
| 1Y | +18.7% | -100.0% | +118.7% | +20.0% |
| 3Y | +33.2% | -100.0% | +133.2% | +34.4% |
| 5Y | +10.9% | -100.0% | +110.9% | +11.8% |
| All | +244.8% | -100.0% | +344.8% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling