+1,461.0%
NEE vs VWO
+324.1%
+1,136.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -1.7% | +0.9% | -2.6% | -2.1% |
| 3M | -1.8% | +4.3% | -6.1% | -3.8% |
| 6M | -8.8% | +10.5% | -19.4% | -13.1% |
| YTD | +5.2% | +13.4% | -8.2% | -0.9% |
| 1Y | +21.3% | +18.6% | +2.8% | +12.0% |
| 3Y | +35.2% | +65.8% | -30.6% | +7.6% |
| 5Y | +10.1% | +35.2% | -25.1% | -5.4% |
| 10Y | +253.2% | +116.6% | +136.6% | +141.7% |
| All | +1,461.0% | +324.1% | +1,136.9% | +623.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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