+955.2%
NEE vs VCIT
+98.3%
+857.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | -0.3% | +2.3% | +2.3% |
| 30D | -2.2% | -0.8% | -1.4% | -1.4% |
| 3M | -1.2% | -1.0% | -0.2% | -0.2% |
| 6M | -8.6% | -1.8% | -6.7% | -6.9% |
| YTD | +6.2% | -0.7% | +6.9% | +6.9% |
| 1Y | +21.1% | +1.0% | +20.1% | +20.0% |
| 3Y | +36.4% | +18.8% | +17.5% | +16.8% |
| 5Y | +11.4% | +3.5% | +7.9% | +5.1% |
| 10Y | +250.0% | +29.2% | +220.8% | +197.8% |
| All | +955.2% | +98.3% | +857.0% | +929.8% |
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 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