+302.5%
NSC vs QID
-99.0%
+401.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.7% | -0.2% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | +2.9% | +20.1% | -17.1% | +9.3% |
| 3M | -2.2% | +11.8% | -14.0% | +1.8% |
| 6M | +5.3% | +5.5% | -0.3% | +8.2% |
| YTD | +14.8% | -21.5% | +36.3% | +8.1% |
| 1Y | +16.6% | -22.6% | +39.2% | +9.5% |
| 3Y | +78.6% | -72.3% | +150.9% | +27.2% |
| 5Y | +27.2% | -76.9% | +104.1% | -3.7% |
| 10Y | +302.5% | -99.0% | +401.5% | +19.9% |
| All | +302.5% | -99.0% | +401.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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