+4.7%
NEE vs VST
-32.3%
+37.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.7% |
| 7D | +2.3% | -6.0% | +8.3% | +2.5% |
| 30D | +11.5% | -18.8% | +30.3% | +12.5% |
| 3M | +2.6% | -8.0% | +10.7% | +2.4% |
| 6M | -6.0% | -10.9% | +5.0% | -6.1% |
| YTD | +9.8% | -18.3% | +28.1% | +10.1% |
| 1Y | +4.7% | -29.9% | +34.6% | +6.2% |
| All | +4.7% | -32.3% | +37.0% | +6.2% |
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