+281.9%
NEE vs VCIT
+29.7%
+252.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | +0.7% | +1.4% | +1.3% |
| 30D | +12.3% | +1.8% | +10.5% | +9.9% |
| 3M | +3.4% | -1.6% | +4.9% | +5.5% |
| 6M | -5.3% | -2.1% | -3.2% | -2.8% |
| YTD | +10.6% | -1.6% | +12.1% | +12.8% |
| 1Y | +6.5% | -0.8% | +7.3% | +7.6% |
| 3Y | +73.5% | +19.9% | +53.6% | +40.2% |
| 5Y | +17.0% | +3.3% | +13.7% | +10.7% |
| 10Y | +281.9% | +30.6% | +251.2% | +191.0% |
| All | +281.9% | +29.7% | +252.2% | +191.0% |
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