+25.2%
NEE vs VSXY
+37.7%
-12.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.3% |
| 7D | -0.5% | -10.7% | +10.2% | -0.2% |
| 30D | -1.7% | -24.3% | +22.6% | -0.7% |
| 3M | -1.8% | +1.0% | -2.9% | -2.0% |
| 6M | -8.8% | +57.4% | -66.2% | -11.0% |
| YTD | +5.2% | +39.8% | -34.6% | +2.9% |
| 1Y | +21.3% | +196.5% | -175.1% | +14.7% |
| 3Y | +35.2% | +357.2% | -322.0% | +21.5% |
| 5Y | +10.1% | +18.9% | -8.8% | +3.8% |
| All | +25.2% | +37.7% | -12.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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