+20.9%
NSC vs Q
+74.5%
-53.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | +1.6% | +11.5% | -9.9% | +1.2% |
| 30D | +4.2% | -0.2% | +4.4% | +4.2% |
| 3M | -0.2% | -13.6% | +13.4% | +0.3% |
| 6M | +7.6% | -27.0% | +34.6% | +9.2% |
| YTD | +17.4% | +50.5% | -33.2% | +11.1% |
| 1Y | +18.3% | +33.8% | -15.5% | +13.3% |
| All | +20.9% | +74.5% | -53.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling