+250.5%
NVDA vs QLD
+149.5%
+101.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.5% |
| 7D | -18.3% | -3.8% | -14.5% | -16.3% |
| 30D | -26.3% | -20.5% | -5.8% | -11.7% |
| 3M | -22.3% | -14.6% | -7.6% | -12.5% |
| 6M | -21.3% | -14.7% | -6.7% | -13.4% |
| YTD | -9.2% | +11.2% | -20.4% | -22.2% |
| 1Y | -14.9% | +7.1% | -22.0% | -24.7% |
| 3Y | +250.5% | +141.1% | +109.4% | +42.9% |
| All | +250.5% | +149.5% | +101.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling