+19.0%
NSC vs Q
+75.8%
-56.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -3.4% | +4.0% | -7.4% | -3.5% |
| 30D | +3.6% | -2.3% | +6.0% | +3.7% |
| 3M | -1.4% | -7.9% | +6.5% | -1.1% |
| 6M | +6.0% | -16.0% | +21.9% | +6.1% |
| YTD | +15.5% | +51.7% | -36.2% | +9.3% |
| 1Y | +16.2% | +28.3% | -12.1% | +12.1% |
| All | +19.0% | +75.8% | -56.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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