+11.0%
NEE vs RNG
-70.1%
+81.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.9% | -9.6% | +7.7% | -1.2% |
| 30D | -3.1% | +8.8% | -11.9% | -3.8% |
| 3M | -2.4% | +78.6% | -81.0% | -6.8% |
| 6M | -8.6% | +70.3% | -78.9% | -13.0% |
| YTD | +4.9% | +140.3% | -135.4% | -4.1% |
| 1Y | +19.4% | +126.6% | -107.2% | +9.5% |
| 3Y | +34.9% | +120.2% | -85.4% | +20.7% |
| 5Y | +11.0% | -68.3% | +79.3% | +14.7% |
| All | +11.0% | -70.1% | +81.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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