+281.9%
NEE vs VT
+223.7%
+58.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.8% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | +12.3% | -2.6% | +14.8% | +13.9% |
| 3M | +3.4% | -3.2% | +6.6% | +5.4% |
| 6M | -5.3% | +0.9% | -6.3% | -6.5% |
| YTD | +10.6% | +11.3% | -0.8% | +1.9% |
| 1Y | +6.5% | +14.0% | -7.5% | -3.5% |
| 3Y | +73.5% | +75.8% | -2.3% | +14.3% |
| 5Y | +17.0% | +57.8% | -40.9% | -17.5% |
| 10Y | +281.9% | +219.8% | +62.1% | +60.3% |
| All | +281.9% | +223.7% | +58.2% | +60.3% |
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