+244.8%
NEE vs ROST
+317.9%
-73.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -3.3% | -6.9% | +3.6% | -2.0% |
| 3M | -2.3% | -3.3% | +1.1% | -1.8% |
| 6M | -8.9% | +9.0% | -17.9% | -10.9% |
| YTD | +4.8% | +28.9% | -24.1% | -1.3% |
| 1Y | +18.7% | +54.0% | -35.3% | +7.5% |
| 3Y | +33.2% | +100.7% | -67.5% | +12.7% |
| 5Y | +10.9% | +116.0% | -105.2% | -9.8% |
| All | +244.8% | +317.9% | -73.0% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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