+15.2%
NEE vs VLO
+452.5%
-437.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | -2.8% | -0.4% | -2.3% | -2.8% |
| 30D | +9.5% | -16.6% | +26.1% | +10.7% |
| 3M | +1.0% | +12.3% | -11.2% | -0.1% |
| 6M | -8.0% | +47.8% | -55.8% | -10.9% |
| YTD | +9.4% | +126.7% | -117.3% | +1.6% |
| 1Y | +3.1% | +105.4% | -102.2% | -3.4% |
| 3Y | +70.5% | +222.0% | -151.5% | +51.0% |
| 5Y | +15.2% | +449.8% | -434.6% | +7.7% |
| All | +15.2% | +452.5% | -437.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling