+61.0%
NEE vs VLTO
+69.5%
-8.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | +3.9% | +5.4% | -1.5% | +2.7% |
| 30D | +12.8% | +22.3% | -9.5% | +8.3% |
| 3M | +3.6% | +19.6% | -16.1% | -0.2% |
| 6M | -7.5% | +35.2% | -42.6% | -13.1% |
| YTD | +10.7% | +17.9% | -7.2% | +7.3% |
| 1Y | +9.1% | +19.5% | -10.4% | +5.1% |
| 3Y | +61.0% | +73.9% | -12.9% | +43.4% |
| All | +61.0% | +69.5% | -8.5% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling