+1,470.1%
NEE vs QLD
+7,183.5%
-5,713.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.7% | +12.5% | +2.8% |
| 7D | +7.4% | -18.6% | +26.0% | +12.4% |
| 30D | +13.3% | -28.3% | +41.6% | +22.0% |
| 3M | +3.5% | -20.4% | +23.9% | +8.4% |
| 6M | -7.0% | -14.3% | +7.3% | -5.4% |
| YTD | +12.3% | +2.8% | +9.6% | +8.4% |
| 1Y | +10.5% | -1.2% | +11.7% | +7.5% |
| 3Y | +62.5% | +135.3% | -72.8% | +19.9% |
| 5Y | +18.0% | +62.6% | -44.5% | -9.5% |
| 10Y | +270.1% | +1,384.3% | -1,114.2% | +36.5% |
| All | +1,470.1% | +7,183.5% | -5,713.4% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling