+298.3%
NSC vs QID
-99.0%
+397.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.0% |
| 7D | -3.4% | +1.8% | -5.2% | -2.5% |
| 30D | +3.6% | +21.6% | -18.0% | +10.4% |
| 3M | -1.4% | +12.6% | -14.0% | +2.8% |
| 6M | +6.0% | +6.9% | -1.0% | +9.3% |
| YTD | +15.5% | -20.5% | +36.0% | +9.2% |
| 1Y | +16.2% | -18.1% | +34.3% | +11.2% |
| 3Y | +76.9% | -70.7% | +147.6% | +28.2% |
| 5Y | +29.3% | -77.2% | +106.6% | -2.8% |
| 10Y | +298.3% | -99.0% | +397.3% | +15.1% |
| All | +298.3% | -99.0% | +397.3% | +15.1% |
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