+1,035.5%
NEE vs VYM
+487.3%
+548.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -0.5% | -1.0% | +0.4% | +0.2% |
| 30D | -1.7% | -2.0% | +0.3% | -0.2% |
| 3M | -1.8% | +3.1% | -4.9% | -4.1% |
| 6M | -8.8% | +8.9% | -17.7% | -14.6% |
| YTD | +5.2% | +14.7% | -9.5% | -5.3% |
| 1Y | +21.3% | +19.4% | +1.9% | +5.9% |
| 3Y | +35.2% | +65.4% | -30.2% | -8.0% |
| 5Y | +10.1% | +77.6% | -67.4% | -29.0% |
| 10Y | +253.2% | +207.8% | +45.5% | +48.1% |
| All | +1,035.5% | +487.3% | +548.3% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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