+484.0%
V vs NEE
+289.4%
+194.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | +9.0% | +8.6% | +0.4% | +6.2% |
| 3M | +16.7% | -0.3% | +17.0% | +16.7% |
| 6M | +33.4% | -8.9% | +42.3% | +37.0% |
| YTD | +22.4% | +8.3% | +14.0% | +17.8% |
| 1Y | +27.7% | +4.3% | +23.4% | +24.5% |
| 3Y | +78.0% | +70.7% | +7.2% | +40.3% |
| 5Y | +108.5% | +12.8% | +95.7% | +90.0% |
| All | +484.0% | +289.4% | +194.6% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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