+7,238.0%
NEE vs VMC
+3,246.6%
+3,991.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | +1.9% | -4.3% | +6.3% | +2.7% |
| 30D | -2.2% | -8.2% | +6.1% | -0.7% |
| 3M | -1.2% | -7.0% | +5.9% | -0.1% |
| 6M | -8.6% | -10.8% | +2.2% | -7.0% |
| YTD | +6.2% | -7.4% | +13.6% | +7.1% |
| 1Y | +21.1% | -9.5% | +30.6% | +22.6% |
| 3Y | +36.4% | +20.5% | +15.9% | +29.7% |
| 5Y | +11.4% | +51.6% | -40.2% | +0.9% |
| 10Y | +250.0% | +150.0% | +99.9% | +179.6% |
| All | +7,238.0% | +3,246.6% | +3,991.3% | +4,045.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling