+284.2%
NEE vs VLO
+790.8%
-506.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -2.1% | +9.6% | -11.7% | -3.1% |
| 30D | +8.6% | -17.4% | +26.0% | +10.7% |
| 3M | -0.3% | +10.8% | -11.1% | -1.7% |
| 6M | -8.9% | +56.9% | -65.9% | -13.9% |
| YTD | +8.3% | +136.8% | -128.4% | -2.9% |
| 1Y | +4.3% | +120.7% | -116.4% | -5.9% |
| 3Y | +70.7% | +231.9% | -161.2% | +44.6% |
| 5Y | +12.8% | +479.0% | -466.2% | -12.5% |
| All | +284.2% | +790.8% | -506.6% | +146.3% |
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