+7,487.8%
NEE vs RVTY
+2,976.2%
+4,511.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +11.5% | +3.2% | +8.3% | +10.8% |
| 3M | +2.6% | +37.2% | -34.6% | -2.2% |
| 6M | -6.0% | +57.7% | -63.6% | -12.3% |
| YTD | +9.8% | +64.8% | -55.0% | +1.2% |
| 1Y | +4.7% | +72.8% | -68.1% | -4.2% |
| 3Y | +71.0% | +89.8% | -18.8% | +52.6% |
| 5Y | +15.8% | -8.4% | +24.3% | +13.1% |
| 10Y | +287.3% | +219.5% | +67.8% | +219.9% |
| All | +7,487.8% | +2,976.2% | +4,511.6% | +4,287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling