+11.0%
NEE vs RVMD
+560.0%
-549.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -1.9% | -3.6% | +1.6% | -1.7% |
| 30D | -3.1% | -1.1% | -2.1% | -3.1% |
| 3M | -2.4% | +41.0% | -43.4% | -4.8% |
| 6M | -8.6% | +105.7% | -114.3% | -13.9% |
| YTD | +4.9% | +155.3% | -150.4% | -3.7% |
| 1Y | +19.4% | +402.7% | -383.3% | +2.4% |
| 3Y | +34.9% | +533.1% | -498.2% | +9.0% |
| 5Y | +11.0% | +583.5% | -572.5% | -17.3% |
| All | +11.0% | +560.0% | -549.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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