+245.4%
NEE vs VLO
+933.4%
-688.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -1.9% | +4.0% | -5.9% | -2.3% |
| 30D | -3.1% | +19.0% | -22.1% | -5.0% |
| 3M | -2.4% | +50.0% | -52.4% | -6.8% |
| 6M | -8.6% | +79.1% | -87.7% | -14.7% |
| YTD | +4.9% | +140.3% | -135.3% | -5.6% |
| 1Y | +19.4% | +148.3% | -128.9% | +6.8% |
| 3Y | +34.9% | +194.6% | -159.8% | +16.6% |
| 5Y | +11.0% | +609.6% | -598.6% | -15.5% |
| All | +245.4% | +933.4% | -688.0% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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