+244.8%
NEE vs VCLT
+17.1%
+227.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.4% | 0.0% | -0.5% |
| 30D | -3.3% | -1.2% | -2.1% | -2.6% |
| 3M | -2.3% | -4.8% | +2.5% | +0.7% |
| 6M | -8.9% | -2.6% | -6.3% | -7.5% |
| YTD | +4.8% | -3.3% | +8.1% | +6.9% |
| 1Y | +18.7% | -4.8% | +23.5% | +22.3% |
| 3Y | +33.2% | +11.5% | +21.7% | +24.4% |
| 5Y | +10.9% | -17.0% | +27.8% | +21.6% |
| All | +244.8% | +17.1% | +227.8% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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