+2,545.5%
VRT vs NEE
+141.2%
+2,404.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.1% |
| 7D | +2.4% | -0.5% | +3.0% | +2.7% |
| 30D | -2.7% | -1.7% | -1.0% | -2.0% |
| 3M | -9.2% | -1.8% | -7.3% | -8.8% |
| 6M | -0.5% | -8.8% | +8.3% | +2.6% |
| YTD | +62.3% | +5.2% | +57.1% | +59.5% |
| 1Y | +109.6% | +21.3% | +88.2% | +96.7% |
| 3Y | +573.1% | +35.2% | +537.9% | +477.6% |
| 5Y | +953.6% | +10.1% | +943.5% | +890.3% |
| All | +2,545.5% | +141.2% | +2,404.3% | +1,945.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling