+61.0%
NEE vs VST
+264.2%
-203.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.6% | -12.0% | -1.9% |
| 7D | +3.9% | -9.8% | +13.7% | +4.2% |
| 30D | +12.8% | -25.1% | +38.0% | +14.3% |
| 3M | +3.6% | -11.6% | +15.1% | +3.8% |
| 6M | -7.5% | -20.9% | +13.4% | -6.8% |
| YTD | +10.7% | -22.3% | +33.0% | +11.3% |
| 1Y | +9.1% | -32.0% | +41.1% | +10.4% |
| 3Y | +61.0% | +262.4% | -201.4% | +30.9% |
| All | +61.0% | +264.2% | -203.2% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling