+11.3%
NEE vs QS
-74.9%
+86.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -1.3% | -3.6% | +2.3% | -1.1% |
| 30D | -3.3% | -17.2% | +13.9% | -2.4% |
| 3M | -2.3% | -27.0% | +24.7% | -0.9% |
| 6M | -8.9% | -24.6% | +15.7% | -8.1% |
| YTD | +4.8% | -49.3% | +54.1% | +7.9% |
| 1Y | +18.7% | -40.3% | +59.1% | +20.1% |
| 3Y | +33.2% | -23.8% | +57.1% | +26.5% |
| All | +11.3% | -74.9% | +86.2% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling