+10.9%
NEE vs RBA
+44.6%
-33.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +1.1% | -1.1% | +2.1% | +1.3% |
| 30D | -0.2% | -13.2% | +13.0% | +2.3% |
| 3M | +0.5% | -21.4% | +21.9% | +4.6% |
| 6M | -6.5% | -20.9% | +14.3% | -3.0% |
| YTD | +6.7% | -19.9% | +26.6% | +9.9% |
| 1Y | +23.6% | -28.7% | +52.3% | +30.4% |
| 3Y | +37.1% | +27.4% | +9.7% | +25.5% |
| 5Y | +10.9% | +41.7% | -30.8% | -3.4% |
| All | +10.9% | +44.6% | -33.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling