+36.6%
NEE vs QS
-47.4%
+84.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.9% | -5.0% | +3.0% | -1.8% |
| 30D | -3.1% | -18.3% | +15.2% | -2.6% |
| 3M | -2.4% | -26.0% | +23.6% | -1.7% |
| 6M | -8.6% | -24.0% | +15.4% | -8.2% |
| YTD | +4.9% | -50.3% | +55.2% | +6.6% |
| 1Y | +19.4% | -38.0% | +57.3% | +20.1% |
| 3Y | +34.9% | -24.6% | +59.5% | +32.2% |
| 5Y | +11.0% | -75.4% | +86.5% | +9.1% |
| All | +36.6% | -47.4% | +84.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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