+287.3%
NEE vs VCIT
+30.3%
+257.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +11.5% | +1.1% | +10.4% | +10.0% |
| 3M | +2.6% | -1.4% | +4.0% | +4.5% |
| 6M | -6.0% | -2.3% | -3.6% | -3.1% |
| YTD | +9.8% | -1.8% | +11.6% | +12.4% |
| 1Y | +4.7% | -1.0% | +5.7% | +6.1% |
| 3Y | +71.0% | +19.3% | +51.8% | +39.1% |
| 5Y | +15.8% | +3.8% | +12.0% | +9.1% |
| 10Y | +287.3% | +30.6% | +256.7% | +195.8% |
| All | +287.3% | +30.3% | +257.0% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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