+33.8%
NEE vs VFC
-27.2%
+61.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | -1.7% | -13.4% | +11.7% | -0.8% |
| 3M | -1.8% | -23.7% | +21.9% | -0.4% |
| 6M | -8.8% | -24.5% | +15.6% | -7.7% |
| YTD | +5.2% | -27.8% | +33.0% | +6.7% |
| 1Y | +21.3% | -13.5% | +34.8% | +21.3% |
| All | +33.8% | -27.2% | +61.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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