+3,573.9%
NEE vs VTR
+1,484.0%
+2,090.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | -1.7% | -2.8% | +1.1% | -1.3% |
| 3M | -1.8% | +9.0% | -10.9% | -3.4% |
| 6M | -8.8% | +5.0% | -13.8% | -9.7% |
| YTD | +5.2% | +16.9% | -11.7% | +2.3% |
| 1Y | +21.3% | +34.3% | -13.0% | +15.3% |
| 3Y | +35.2% | +131.6% | -96.4% | +17.6% |
| 5Y | +10.1% | +88.0% | -77.9% | -1.7% |
| 10Y | +253.2% | +97.8% | +155.5% | +198.1% |
| All | +3,573.9% | +1,484.0% | +2,090.0% | +2,915.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling