+374.9%
V vs NEE
+251.9%
+123.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | +1.2% | -3.1% | +4.3% | +2.2% |
| 3M | +13.9% | -2.4% | +16.3% | +14.7% |
| 6M | +17.2% | -8.6% | +25.8% | +19.9% |
| YTD | +5.3% | +4.9% | +0.4% | +2.6% |
| 1Y | +9.5% | +19.4% | -9.9% | +1.9% |
| 3Y | +51.9% | +34.9% | +17.1% | +30.8% |
| 5Y | +69.6% | +11.0% | +58.5% | +54.8% |
| All | +374.9% | +251.9% | +123.0% | +193.9% |
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