+284.2%
NEE vs VO
+197.6%
+86.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +3.1% | -5.2% | -4.1% |
| 30D | +8.6% | +2.2% | +6.4% | +7.0% |
| 3M | -0.3% | -2.5% | +2.2% | +1.2% |
| 6M | -8.9% | +7.0% | -15.9% | -13.1% |
| YTD | +8.3% | +14.0% | -5.7% | -1.1% |
| 1Y | +4.3% | +15.6% | -11.4% | -5.8% |
| 3Y | +70.7% | +66.2% | +4.6% | +19.6% |
| 5Y | +12.8% | +36.6% | -23.8% | -10.9% |
| All | +284.2% | +197.6% | +86.6% | +84.4% |
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