+78.4%
NSC vs QS
-54.8%
+133.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.7% |
| 7D | -3.4% | +8.0% | -11.4% | -3.7% |
| 30D | +3.6% | -2.8% | +6.5% | +3.7% |
| 3M | -1.4% | -28.1% | +26.7% | -0.4% |
| 6M | +6.0% | -41.0% | +46.9% | +7.5% |
| YTD | +15.5% | -57.3% | +72.8% | +18.3% |
| 1Y | +16.2% | -72.7% | +88.9% | +21.0% |
| 3Y | +76.9% | -18.6% | +95.6% | +71.3% |
| 5Y | +29.3% | -87.0% | +116.3% | +27.1% |
| All | +78.4% | -54.8% | +133.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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