+87.6%
NEE vs VLTO
+56.1%
+31.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.2% | +2.0% | +0.1% | +1.7% |
| 30D | +12.3% | +21.8% | -9.5% | +7.7% |
| 3M | +3.4% | +20.2% | -16.8% | -0.6% |
| 6M | -5.3% | +36.3% | -41.6% | -11.4% |
| YTD | +10.6% | +18.8% | -8.3% | +6.8% |
| 1Y | +6.5% | +20.4% | -13.9% | +2.2% |
| 3Y | +73.5% | +71.9% | +1.6% | +52.3% |
| All | +87.6% | +56.1% | +31.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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