+960.3%
NEE vs VCLT
+103.3%
+857.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -0.2% | -0.6% | +0.3% | 0.0% |
| 3M | +0.5% | -2.2% | +2.8% | +1.5% |
| 6M | -6.5% | -2.9% | -3.6% | -5.3% |
| YTD | +6.7% | -2.1% | +8.8% | +7.6% |
| 1Y | +23.6% | -2.6% | +26.2% | +25.0% |
| 3Y | +37.1% | +12.5% | +24.6% | +30.4% |
| 5Y | +10.9% | -15.3% | +26.2% | +15.6% |
| 10Y | +245.4% | +16.6% | +228.7% | +239.7% |
| All | +960.3% | +103.3% | +857.0% | +1,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling