+1,855.0%
VRT vs NEE
+151.7%
+1,703.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -17.7% | +2.3% | -20.0% | -18.5% |
| 30D | -20.0% | +11.5% | -31.5% | -23.4% |
| 3M | -28.1% | +2.6% | -30.7% | -29.0% |
| 6M | -42.8% | -6.0% | -36.9% | -42.0% |
| YTD | +20.0% | +9.8% | +10.2% | +15.5% |
| 1Y | +3.5% | +4.7% | -1.2% | +1.3% |
| 3Y | +366.1% | +71.0% | +295.1% | +262.4% |
| 5Y | +632.2% | +15.8% | +616.4% | +572.9% |
| All | +1,855.0% | +151.7% | +1,703.2% | +1,381.3% |
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