+245.4%
NEE vs VO
+197.9%
+47.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.3% |
| 7D | -1.9% | -2.5% | +0.6% | -0.3% |
| 30D | -3.1% | -3.2% | +0.1% | -1.1% |
| 3M | -2.4% | +3.9% | -6.3% | -4.9% |
| 6M | -8.6% | +9.6% | -18.2% | -14.2% |
| YTD | +4.9% | +11.6% | -6.7% | -2.7% |
| 1Y | +19.4% | +12.6% | +6.8% | +9.9% |
| 3Y | +34.9% | +55.4% | -20.5% | -1.0% |
| 5Y | +11.0% | +41.8% | -30.8% | -14.4% |
| All | +245.4% | +197.9% | +47.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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