+7,463.1%
NEE vs VLO
+35,208.6%
-27,745.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | -2.8% | -0.4% | -2.3% | -2.8% |
| 30D | +9.5% | -16.6% | +26.1% | +11.9% |
| 3M | +1.0% | +12.3% | -11.2% | -0.9% |
| 6M | -8.0% | +47.8% | -55.8% | -13.4% |
| YTD | +9.4% | +126.7% | -117.3% | -3.4% |
| 1Y | +3.1% | +105.4% | -102.2% | -7.8% |
| 3Y | +70.5% | +222.0% | -151.5% | +41.0% |
| 5Y | +15.2% | +449.8% | -434.6% | -13.6% |
| 10Y | +291.2% | +754.3% | -463.1% | +157.1% |
| All | +7,463.1% | +35,208.6% | -27,745.4% | +3,072.6% |
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