+11.3%
NEE vs VIVK
-100.0%
+111.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -1.3% | -4.4% | +3.0% | -1.3% |
| 30D | -3.3% | -40.8% | +37.5% | -3.4% |
| 3M | -2.3% | -94.1% | +91.9% | -2.5% |
| 6M | -8.9% | -98.2% | +89.3% | -9.2% |
| YTD | +4.8% | -98.0% | +102.8% | +4.4% |
| 1Y | +18.7% | -100.0% | +118.7% | +18.5% |
| 3Y | +33.2% | -100.0% | +133.2% | +32.5% |
| All | +11.3% | -100.0% | +111.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling