+71.1%
NEE vs VUG
+79.9%
-8.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.4% | +4.4% | -7.8% | -3.6% |
| 30D | +9.0% | -7.3% | +16.4% | +9.6% |
| 3M | +0.2% | -4.2% | +4.4% | +0.4% |
| 6M | -8.5% | -1.6% | -6.9% | -8.5% |
| YTD | +8.6% | +4.9% | +3.7% | +7.7% |
| 1Y | +2.2% | +3.8% | -1.6% | +1.5% |
| All | +71.1% | +79.9% | -8.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling