+284.2%
NEE vs VSH
+115.4%
+168.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | -2.1% | +14.3% | -16.5% | -3.8% |
| 30D | +8.6% | -7.9% | +16.5% | +8.8% |
| 3M | -0.3% | -19.9% | +19.6% | +1.3% |
| 6M | -8.9% | -30.5% | +21.6% | -8.0% |
| YTD | +8.3% | +85.7% | -77.3% | -7.4% |
| 1Y | +4.3% | +98.9% | -94.7% | -12.1% |
| 3Y | +70.7% | +32.1% | +38.7% | +49.2% |
| 5Y | +12.8% | +39.7% | -26.9% | -4.1% |
| All | +284.2% | +115.4% | +168.8% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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