+21.1%
NSC vs QID
-36.4%
+57.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -1.6% |
| 30D | -1.9% | +1.8% | -3.7% | -1.9% |
| 3M | +6.2% | -2.2% | +8.4% | +6.2% |
| 6M | +9.2% | -32.1% | +41.3% | +5.3% |
| YTD | +15.0% | -28.6% | +43.6% | +11.3% |
| 1Y | +21.1% | -36.3% | +57.4% | +15.3% |
| All | +21.1% | -36.4% | +57.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling