+70.7%
NEE vs VCLT
+14.4%
+56.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -0.4% |
| 30D | +8.6% | +0.8% | +7.9% | +8.1% |
| 3M | -0.3% | -2.7% | +2.4% | +1.8% |
| 6M | -8.9% | -4.3% | -4.6% | -5.9% |
| YTD | +8.3% | -4.3% | +12.7% | +11.9% |
| 1Y | +4.3% | -4.4% | +8.6% | +7.8% |
| 3Y | +70.7% | +13.8% | +57.0% | +49.2% |
| All | +70.7% | +14.4% | +56.3% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling