+8,134.7%
NEE vs VICR
+12,339.4%
-4,204.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.3% |
| 7D | +1.1% | +9.8% | -8.8% | +0.5% |
| 30D | -0.2% | -12.6% | +12.4% | +0.4% |
| 3M | +0.5% | -29.7% | +30.2% | +1.9% |
| 6M | -6.5% | +18.8% | -25.4% | -9.2% |
| YTD | +6.7% | +76.4% | -69.7% | +0.6% |
| 1Y | +23.6% | +282.4% | -258.8% | +10.2% |
| 3Y | +37.1% | +206.2% | -169.0% | +20.5% |
| 5Y | +10.9% | +53.9% | -43.0% | -1.4% |
| 10Y | +245.4% | +1,572.3% | -1,327.0% | +155.3% |
| All | +8,134.7% | +12,339.4% | -4,204.7% | +5,086.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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