+1.7%
NSC vs QID
+5.8%
-4.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.8% |
| 7D | -6.6% | +9.4% | -16.0% | -6.8% |
| 30D | +2.2% | +31.2% | -29.1% | +0.6% |
| 3M | -6.2% | +17.4% | -23.6% | -7.0% |
| 6M | +1.7% | +8.4% | -6.7% | +0.2% |
| All | +1.7% | +5.8% | -4.2% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling