+41.5%
NU vs QS
-79.6%
+121.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | -4.9% | -3.6% | -1.2% | -4.1% |
| 30D | +7.8% | -17.2% | +25.1% | +12.4% |
| 3M | +20.9% | -27.0% | +47.9% | +28.1% |
| 6M | +0.9% | -24.6% | +25.5% | +4.9% |
| YTD | -12.7% | -49.3% | +36.7% | -1.3% |
| 1Y | -6.4% | -40.3% | +33.9% | -3.1% |
| 3Y | +98.1% | -23.8% | +121.9% | +50.6% |
| All | +41.5% | -79.6% | +121.1% | +72.2% |
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