+10,574.6%
NVDA vs QLD
+1,375.1%
+9,199.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.2% | +0.7% |
| 7D | -8.8% | -10.3% | +1.5% | -0.6% |
| 30D | -21.4% | -26.1% | +4.7% | +0.2% |
| 3M | -14.7% | -17.8% | +3.1% | -0.5% |
| 6M | -10.0% | -15.6% | +5.6% | +0.4% |
| YTD | +0.3% | +5.4% | -5.1% | -8.0% |
| 1Y | -0.5% | +5.2% | -5.8% | -8.9% |
| 3Y | +309.2% | +139.4% | +169.7% | +89.0% |
| 5Y | +530.1% | +66.7% | +463.4% | +286.3% |
| All | +10,574.6% | +1,375.1% | +9,199.5% | +849.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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