+2,473.8%
NEE vs RSG
+2,013.0%
+460.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.7% | +3.7% | -5.3% | -2.6% |
| 3M | -1.8% | +6.2% | -8.0% | -3.4% |
| 6M | -8.8% | -2.8% | -6.1% | -8.4% |
| YTD | +5.2% | +5.9% | -0.7% | +3.4% |
| 1Y | +21.3% | -1.8% | +23.1% | +21.5% |
| 3Y | +35.2% | +57.5% | -22.3% | +20.3% |
| 5Y | +10.1% | +91.1% | -80.9% | -6.4% |
| 10Y | +253.2% | +428.1% | -174.9% | +145.8% |
| All | +2,473.8% | +2,013.0% | +460.8% | +1,310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 all: compounded portfolio wealth divided by compounded RSG 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…
all analysis · Full analysis span regression · 6 months rolling