+1,918.2%
NEE vs VUG
+1,251.8%
+666.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | -2.2% | -0.3% | -1.8% | -2.0% |
| 3M | -1.2% | -0.7% | -0.5% | -1.3% |
| 6M | -8.6% | +14.6% | -23.2% | -16.3% |
| YTD | +6.2% | +9.0% | -2.8% | -0.1% |
| 1Y | +21.1% | +14.9% | +6.2% | +10.2% |
| 3Y | +36.4% | +86.0% | -49.7% | -10.9% |
| 5Y | +11.4% | +76.7% | -65.3% | -26.8% |
| 10Y | +250.0% | +411.3% | -161.3% | +8.3% |
| All | +1,918.2% | +1,251.8% | +666.4% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling