+65.5%
VZ vs NEE
+270.3%
-204.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.2% | +2.2% | +0.1% | +1.6% |
| 30D | +10.6% | +12.3% | -1.7% | +6.8% |
| 3M | -0.6% | +3.4% | -4.0% | -1.7% |
| 6M | +0.7% | -5.3% | +6.1% | +2.2% |
| YTD | +20.6% | +10.6% | +10.1% | +16.6% |
| 1Y | +22.7% | +6.5% | +16.3% | +19.9% |
| 3Y | +57.2% | +73.5% | -16.3% | +29.1% |
| 5Y | +21.4% | +17.0% | +4.4% | +10.8% |
| 10Y | +65.5% | +281.9% | -216.4% | -5.8% |
| All | +65.5% | +270.3% | -204.8% | -5.8% |
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