+337.1%
NEE vs QSR
+205.8%
+131.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.3% | -4.0% | +2.7% | -0.3% |
| 30D | -3.3% | +2.8% | -6.1% | -4.1% |
| 3M | -2.3% | +5.1% | -7.3% | -3.7% |
| 6M | -8.9% | +8.8% | -17.7% | -11.2% |
| YTD | +4.8% | +14.8% | -10.1% | +0.3% |
| 1Y | +18.7% | +25.7% | -7.0% | +10.7% |
| 3Y | +33.2% | +27.5% | +5.7% | +22.7% |
| 5Y | +10.9% | +41.3% | -30.4% | -1.6% |
| 10Y | +251.8% | +133.8% | +118.0% | +168.5% |
| All | +337.1% | +205.8% | +131.3% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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