+7,238.0%
NEE vs VLO
+35,889.1%
-28,651.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.9% | +5.2% | -3.3% | +1.2% |
| 30D | -2.2% | +22.6% | -24.8% | -4.9% |
| 3M | -1.2% | +43.8% | -44.9% | -6.2% |
| 6M | -8.6% | +65.7% | -74.3% | -15.2% |
| YTD | +6.2% | +131.1% | -124.9% | -6.2% |
| 1Y | +21.1% | +143.6% | -122.5% | +6.0% |
| 3Y | +36.4% | +201.4% | -165.0% | +14.2% |
| 5Y | +11.4% | +568.9% | -557.5% | -18.6% |
| 10Y | +250.0% | +891.8% | -641.8% | +125.5% |
| All | +7,238.0% | +35,889.1% | -28,651.1% | +2,981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling