+11.3%
NEE vs VTR
+87.5%
-76.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -3.3% | +1.1% | -4.4% | -3.8% |
| 3M | -2.3% | +7.9% | -10.2% | -5.7% |
| 6M | -8.9% | +6.2% | -15.0% | -11.6% |
| YTD | +4.8% | +17.7% | -13.0% | -2.7% |
| 1Y | +18.7% | +32.9% | -14.2% | +4.7% |
| 3Y | +33.2% | +129.7% | -96.4% | -6.7% |
| All | +11.3% | +87.5% | -76.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling