+263.5%
NEE vs VST
+1,175.7%
-912.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.3% |
| 7D | +1.9% | +8.9% | -7.0% | +0.5% |
| 30D | -2.2% | +6.2% | -8.4% | -3.1% |
| 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% | +6.0% |
| 1Y | +21.1% | -20.9% | +42.0% | +23.4% |
| 3Y | +36.4% | +384.0% | -347.6% | -18.3% |
| 5Y | +11.4% | +757.1% | -745.7% | -43.7% |
| All | +263.5% | +1,175.7% | -912.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling