+281.9%
NEE vs QLD
+1,470.2%
-1,188.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +12.3% | -19.6% | +31.8% | +16.5% |
| 3M | +3.4% | -14.1% | +17.5% | +5.7% |
| 6M | -5.3% | -13.6% | +8.3% | -4.1% |
| YTD | +10.6% | +12.5% | -2.0% | +5.3% |
| 1Y | +6.5% | +13.1% | -6.7% | +1.2% |
| 3Y | +73.5% | +154.7% | -81.2% | +31.0% |
| 5Y | +17.0% | +81.1% | -64.1% | -9.4% |
| 10Y | +281.9% | +1,418.0% | -1,136.1% | +76.0% |
| All | +281.9% | +1,470.2% | -1,188.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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