+136.1%
NXPI vs QS
-62.6%
+198.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.3% | -0.3% |
| 7D | +6.8% | -14.0% | +20.8% | +8.4% |
| 30D | +20.0% | -6.4% | +26.4% | +20.7% |
| 3M | +14.8% | -40.3% | +55.1% | +21.1% |
| 6M | -10.5% | -57.5% | +47.0% | -2.6% |
| YTD | +23.7% | -64.7% | +88.4% | +36.3% |
| 1Y | +34.1% | -72.9% | +106.9% | +51.4% |
| 3Y | +51.2% | -33.5% | +84.7% | +45.1% |
| 5Y | +33.4% | -90.5% | +123.9% | +36.3% |
| All | +136.1% | -62.6% | +198.7% | +154.6% |
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