+849.3%
NEE vs VT
+345.0%
+504.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +2.3% |
| 7D | +7.4% | -4.2% | +11.6% | +10.3% |
| 30D | +13.3% | -5.8% | +19.1% | +17.4% |
| 3M | +3.5% | -5.2% | +8.7% | +6.8% |
| 6M | -7.0% | +0.1% | -7.1% | -7.6% |
| YTD | +12.3% | +8.2% | +4.1% | +5.9% |
| 1Y | +10.5% | +10.1% | +0.4% | +3.0% |
| 3Y | +62.5% | +69.7% | -7.2% | +13.4% |
| 5Y | +18.0% | +53.4% | -35.4% | -12.6% |
| 10Y | +270.1% | +219.2% | +50.8% | +69.6% |
| All | +849.3% | +345.0% | +504.3% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling