+285.0%
NEE vs VXUS
+146.4%
+138.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -3.4% | +2.3% | -5.7% | -4.7% |
| 30D | +9.0% | -2.2% | +11.3% | +10.3% |
| 3M | +0.2% | -5.4% | +5.6% | +3.3% |
| 6M | -8.5% | -1.2% | -7.2% | -8.5% |
| YTD | +8.6% | +10.4% | -1.8% | +0.7% |
| 1Y | +2.2% | +11.8% | -9.7% | -6.0% |
| 3Y | +69.1% | +68.4% | +0.7% | +18.6% |
| 5Y | +13.0% | +45.9% | -32.8% | -13.9% |
| All | +285.0% | +146.4% | +138.5% | +96.3% |
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