+284.2%
NEE vs VST
+1,139.0%
-854.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -2.1% | +6.6% | -8.7% | -3.1% |
| 30D | +8.6% | -12.4% | +21.0% | +10.1% |
| 3M | -0.3% | -9.0% | +8.7% | +0.1% |
| 6M | -8.9% | -6.4% | -2.5% | -9.4% |
| YTD | +8.3% | -17.2% | +25.5% | +9.0% |
| 1Y | +4.3% | -22.0% | +26.3% | +5.7% |
| 3Y | +70.7% | +296.7% | -225.9% | +5.2% |
| 5Y | +12.8% | +637.6% | -624.8% | -42.1% |
| All | +284.2% | +1,139.0% | -854.9% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling