+24.4%
NSC vs QID
-74.8%
+99.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -3.4% |
| 7D | -6.6% | +9.4% | -16.0% | -4.6% |
| 30D | +2.2% | +31.2% | -29.1% | +8.5% |
| 3M | -6.2% | +17.4% | -23.6% | -2.6% |
| 6M | +1.7% | +8.4% | -6.7% | +4.1% |
| YTD | +12.2% | -15.8% | +28.0% | +8.8% |
| 1Y | +15.4% | -16.3% | +31.7% | +11.9% |
| 3Y | +73.3% | -70.4% | +143.7% | +36.4% |
| All | +24.4% | -74.8% | +99.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling