+21.1%
NEE vs VST
-20.6%
+41.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.1% |
| 7D | +1.9% | +8.9% | -7.0% | +1.2% |
| 30D | -2.2% | +6.2% | -8.4% | -2.7% |
| 3M | -1.2% | -2.7% | +1.6% | -1.2% |
| 6M | -8.6% | -8.4% | -0.2% | -8.1% |
| YTD | +6.2% | -7.2% | +13.4% | +6.3% |
| 1Y | +21.1% | -20.9% | +42.0% | +23.3% |
| All | +21.1% | -20.6% | +41.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling