+78.9%
NSC vs QID
-74.8%
+153.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | +7.7% | +3.7% | +3.9% | +9.1% |
| 6M | +4.5% | -29.9% | +34.4% | -2.7% |
| YTD | +15.6% | -28.8% | +44.3% | +8.2% |
| 1Y | +19.8% | -37.2% | +57.0% | +9.0% |
| All | +78.9% | -74.8% | +153.7% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling