+15.6%
NSC vs Q
+66.4%
-50.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.2% | -3.0% |
| 7D | -6.6% | +0.3% | -6.9% | -6.6% |
| 30D | +2.2% | -9.8% | +12.0% | +2.6% |
| 3M | -6.2% | -12.2% | +6.0% | -5.8% |
| 6M | +1.7% | -21.6% | +23.3% | +2.2% |
| YTD | +12.2% | +43.6% | -31.3% | +6.5% |
| 1Y | +15.4% | +25.7% | -10.3% | +11.0% |
| All | +15.6% | +66.4% | -50.8% | +11.4% |
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 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