+7.6%
QCOM vs NU
+9.5%
-1.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +2.0% | +2.8% | -0.8% | +1.4% |
| 30D | +1.2% | -23.0% | +24.3% | +6.6% |
| 3M | +9.1% | -9.7% | +18.9% | +10.4% |
| 6M | -25.0% | -8.7% | -16.2% | -24.7% |
| YTD | +4.8% | -26.4% | +31.2% | +9.9% |
| 1Y | +3.6% | -24.8% | +28.4% | +7.9% |
| 3Y | +51.5% | +44.6% | +6.9% | +34.8% |
| All | +7.6% | +9.5% | -1.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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