+2.0%
NEE vs Q
+74.5%
-72.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -3.4% | +11.5% | -14.8% | -3.4% |
| 30D | +9.0% | -0.2% | +9.2% | +9.1% |
| 3M | +0.2% | -13.6% | +13.8% | +0.6% |
| 6M | -8.5% | -27.0% | +18.6% | -7.7% |
| YTD | +8.6% | +50.5% | -42.0% | +5.9% |
| 1Y | +2.2% | +33.8% | -31.6% | +0.2% |
| All | +2.0% | +74.5% | -72.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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