+881.0%
NEE vs VIVK
-100.0%
+981.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | -0.5% | -7.9% | +7.3% | -0.5% |
| 30D | -1.7% | -42.0% | +40.3% | -1.7% |
| 3M | -1.8% | -92.5% | +90.7% | -1.8% |
| 6M | -8.8% | -98.0% | +89.2% | -8.7% |
| YTD | +5.2% | -97.9% | +103.1% | +5.3% |
| 1Y | +21.3% | -100.0% | +121.3% | +21.6% |
| 3Y | +35.2% | -100.0% | +135.2% | +35.4% |
| 5Y | +10.1% | -100.0% | +110.1% | +10.3% |
| 10Y | +253.2% | -100.0% | +353.2% | +253.1% |
| All | +881.0% | -100.0% | +981.0% | +881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling