+253.2%
NEE vs VXUS
+146.7%
+106.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -1.7% | +0.7% | -2.4% | -2.1% |
| 3M | -1.8% | +4.8% | -6.6% | -4.9% |
| 6M | -8.8% | +11.3% | -20.2% | -15.4% |
| YTD | +5.2% | +16.5% | -11.3% | -5.3% |
| 1Y | +21.3% | +24.3% | -2.9% | +4.8% |
| 3Y | +35.2% | +74.5% | -39.3% | -7.0% |
| 5Y | +10.1% | +54.3% | -44.2% | -18.8% |
| 10Y | +253.2% | +150.1% | +103.1% | +73.0% |
| All | +253.2% | +146.7% | +106.5% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling