+260.3%
NEE vs VT
+215.5%
+44.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +3.9% | -2.3% | +6.2% | +5.4% |
| 30D | +12.8% | -5.0% | +17.8% | +16.4% |
| 3M | +3.6% | -4.9% | +8.4% | +6.7% |
| 6M | -7.5% | -1.5% | -5.9% | -7.1% |
| YTD | +10.7% | +8.5% | +2.2% | +3.8% |
| 1Y | +9.1% | +11.4% | -2.3% | +0.4% |
| 3Y | +61.0% | +70.1% | -9.1% | +8.5% |
| 5Y | +16.3% | +53.7% | -37.4% | -16.5% |
| All | +260.3% | +215.5% | +44.7% | +54.4% |
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