+999.7%
NEE vs VCIT
+96.4%
+903.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +12.8% | +1.9% | +10.9% | +10.8% |
| 3M | +3.6% | -1.4% | +5.0% | +5.1% |
| 6M | -7.5% | -2.1% | -5.4% | -5.5% |
| YTD | +10.7% | -1.6% | +12.3% | +12.5% |
| 1Y | +9.1% | -0.9% | +10.0% | +10.1% |
| 3Y | +61.0% | +20.0% | +41.0% | +37.0% |
| 5Y | +16.3% | +3.1% | +13.1% | +10.3% |
| 10Y | +264.6% | +28.7% | +235.9% | +212.9% |
| All | +999.7% | +96.4% | +903.3% | +983.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling