+10.1%
NEE vs VMC
+48.3%
-38.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.6% |
| 7D | -0.5% | -5.3% | +4.8% | +0.8% |
| 30D | -1.7% | -12.3% | +10.6% | +1.5% |
| 3M | -1.8% | -10.3% | +8.4% | +0.5% |
| 6M | -8.8% | -8.6% | -0.3% | -7.3% |
| YTD | +5.2% | -11.9% | +17.1% | +7.7% |
| 1Y | +21.3% | -13.9% | +35.3% | +24.8% |
| 3Y | +35.2% | +18.2% | +17.0% | +23.1% |
| 5Y | +10.1% | +47.7% | -37.6% | -10.0% |
| All | +10.1% | +48.3% | -38.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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