+10.9%
NEE vs RVTY
-32.1%
+43.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.2% | +10.8% | -11.1% | -2.4% |
| 3M | +0.5% | +26.8% | -26.2% | -4.5% |
| 6M | -6.5% | +39.3% | -45.9% | -13.6% |
| YTD | +6.7% | +31.6% | -24.9% | -0.7% |
| 1Y | +23.6% | +47.7% | -24.1% | +11.4% |
| 3Y | +37.1% | +19.9% | +17.2% | +26.0% |
| 5Y | +10.9% | -32.3% | +43.3% | +18.4% |
| All | +10.9% | -32.1% | +43.0% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling