+284.2%
NEE vs QLD
+1,468.8%
-1,184.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -2.1% | +7.0% | -9.1% | -3.4% |
| 30D | +8.6% | -14.3% | +22.9% | +11.3% |
| 3M | -0.3% | -16.0% | +15.7% | +2.4% |
| 6M | -8.9% | -14.2% | +5.3% | -7.6% |
| YTD | +8.3% | +12.8% | -4.4% | +3.2% |
| 1Y | +4.3% | +14.1% | -9.8% | -1.1% |
| 3Y | +70.7% | +146.0% | -75.2% | +30.0% |
| 5Y | +12.8% | +82.0% | -69.2% | -12.7% |
| All | +284.2% | +1,468.8% | -1,184.6% | +75.6% |
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