+291.1%
NSC vs QID
-99.1%
+390.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +1.0% |
| 7D | +1.6% | -11.8% | +13.4% | -2.0% |
| 30D | +4.2% | +14.2% | -10.0% | +9.0% |
| 3M | -0.2% | +8.8% | -9.0% | +3.0% |
| 6M | +7.6% | +1.5% | +6.1% | +9.3% |
| YTD | +17.4% | -23.8% | +41.2% | +9.6% |
| 1Y | +18.3% | -22.0% | +40.3% | +11.5% |
| 3Y | +79.8% | -71.9% | +151.7% | +28.7% |
| 5Y | +34.3% | -77.6% | +111.9% | +0.8% |
| All | +291.1% | -99.1% | +390.2% | +6.4% |
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