+285.0%
NEE vs RVTY
+216.9%
+68.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.4% | +4.1% | -7.5% | -4.2% |
| 30D | +9.0% | +1.3% | +7.7% | +8.4% |
| 3M | +0.2% | +33.3% | -33.1% | -6.6% |
| 6M | -8.5% | +58.3% | -66.8% | -18.3% |
| YTD | +8.6% | +62.7% | -54.1% | -4.8% |
| 1Y | +2.2% | +67.2% | -65.1% | -11.2% |
| 3Y | +69.1% | +87.3% | -18.2% | +38.2% |
| 5Y | +13.0% | -13.4% | +26.5% | +11.9% |
| All | +285.0% | +216.9% | +68.1% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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