+1,680.1%
NVDA vs QS
-47.4%
+1,727.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -4.3% | -5.0% | +0.6% | -3.8% |
| 30D | +0.5% | -18.3% | +18.8% | +2.7% |
| 3M | +9.1% | -26.0% | +35.1% | +12.1% |
| 6M | +18.5% | -24.0% | +42.5% | +21.1% |
| YTD | +17.4% | -50.3% | +67.6% | +24.8% |
| 1Y | +23.4% | -38.0% | +61.4% | +26.2% |
| 3Y | +380.6% | -24.6% | +405.2% | +348.7% |
| 5Y | +875.7% | -75.4% | +951.1% | +847.3% |
| All | +1,680.1% | -47.4% | +1,727.6% | +1,943.6% |
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