+33.8%
NEE vs VUG
+85.5%
-51.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.7% | -1.7% | 0.0% | -1.5% |
| 3M | -1.8% | +2.8% | -4.7% | -2.1% |
| 6M | -8.8% | +13.6% | -22.4% | -10.2% |
| YTD | +5.2% | +8.1% | -2.9% | +4.2% |
| 1Y | +21.3% | +13.1% | +8.3% | +19.5% |
| All | +33.8% | +85.5% | -51.7% | +12.5% |
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