+61.1%
VZ vs NEE
+248.4%
-187.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +7.1% | -0.2% | +7.3% | +7.2% |
| 3M | +12.8% | +0.5% | +12.3% | +12.6% |
| 6M | +1.8% | -6.5% | +8.3% | +3.6% |
| YTD | +30.0% | +6.7% | +23.3% | +27.1% |
| 1Y | +24.3% | +23.6% | +0.7% | +15.8% |
| 3Y | +84.3% | +37.1% | +47.2% | +62.7% |
| 5Y | +25.9% | +10.9% | +15.0% | +16.9% |
| 10Y | +61.1% | +245.4% | -184.3% | -0.7% |
| All | +61.1% | +248.4% | -187.4% | -0.7% |
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