+284.2%
NEE vs VT
+221.8%
+62.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.1% | +2.4% | -4.5% | -3.6% |
| 30D | +8.6% | -1.5% | +10.1% | +9.5% |
| 3M | -0.3% | -4.1% | +3.8% | +2.2% |
| 6M | -8.9% | +0.6% | -9.5% | -9.8% |
| YTD | +8.3% | +11.0% | -2.7% | 0.0% |
| 1Y | +4.3% | +13.3% | -9.1% | -5.1% |
| 3Y | +70.7% | +73.4% | -2.7% | +13.7% |
| 5Y | +12.8% | +57.4% | -44.6% | -20.3% |
| All | +284.2% | +221.8% | +62.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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