+260.3%
NEE vs QLD
+1,375.1%
-1,114.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.0% |
| 7D | +3.9% | -10.3% | +14.1% | +5.8% |
| 30D | +12.8% | -26.1% | +38.9% | +19.0% |
| 3M | +3.6% | -17.8% | +21.3% | +6.8% |
| 6M | -7.5% | -15.6% | +8.1% | -5.9% |
| YTD | +10.7% | +5.4% | +5.3% | +6.8% |
| 1Y | +9.1% | +5.2% | +3.9% | +5.2% |
| 3Y | +61.0% | +139.4% | -78.5% | +23.1% |
| 5Y | +16.3% | +66.7% | -50.4% | -8.3% |
| All | +260.3% | +1,375.1% | -1,114.8% | +69.8% |
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