+292.5%
NEE vs QLD
+1,463.8%
-1,171.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +2.3% | -3.8% | +6.1% | +2.8% |
| 30D | +11.5% | -20.5% | +32.0% | +15.9% |
| 3M | +2.6% | -14.6% | +17.3% | +5.1% |
| 6M | -6.0% | -14.7% | +8.7% | -4.5% |
| YTD | +9.8% | +11.2% | -1.4% | +4.9% |
| 1Y | +4.7% | +7.1% | -2.4% | +0.7% |
| 3Y | +71.0% | +141.1% | -70.1% | +30.8% |
| 5Y | +15.8% | +84.3% | -68.5% | -10.7% |
| All | +292.5% | +1,463.8% | -1,171.3% | +84.5% |
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