+38.9%
NEE vs QS
-43.2%
+82.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +1.0% |
| 30D | -0.2% | -8.1% | +7.8% | 0.0% |
| 3M | +0.5% | -27.0% | +27.6% | +1.3% |
| 6M | -6.5% | -16.4% | +9.9% | -6.4% |
| YTD | +6.7% | -46.4% | +53.1% | +8.2% |
| 1Y | +23.6% | -41.1% | +64.7% | +24.5% |
| 3Y | +37.1% | -18.6% | +55.8% | +34.1% |
| 5Y | +10.9% | -73.0% | +84.0% | +8.8% |
| All | +38.9% | -43.2% | +82.2% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling