+75.1%
NSC vs QS
-47.0%
+122.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -1.2% |
| 7D | -2.0% | -4.2% | +2.2% | -1.9% |
| 30D | -3.2% | -15.7% | +12.5% | -2.6% |
| 3M | +3.9% | -28.7% | +32.6% | +4.9% |
| 6M | +7.8% | -23.2% | +31.0% | +8.3% |
| YTD | +13.4% | -49.9% | +63.3% | +15.6% |
| 1Y | +20.3% | -38.8% | +59.1% | +20.8% |
| 3Y | +76.1% | -24.0% | +100.1% | +70.8% |
| 5Y | +45.0% | -75.6% | +120.6% | +41.3% |
| All | +75.1% | -47.0% | +122.1% | +73.5% |
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