+5.4%
NEE vs QLD
+9.9%
-4.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | +0.1% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +12.3% | -19.6% | +31.8% | +11.7% |
| 3M | +3.4% | -14.1% | +17.5% | +2.9% |
| 6M | -5.3% | -13.6% | +8.3% | -5.8% |
| YTD | +10.6% | +12.5% | -2.0% | +8.5% |
| All | +5.4% | +9.9% | -4.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling