+78.3%
NSC vs QS
-62.6%
+141.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -1.4% |
| 7D | +2.5% | -14.0% | +16.5% | +3.0% |
| 30D | +1.7% | -6.4% | +8.1% | +1.9% |
| 3M | -2.6% | -40.3% | +37.7% | -0.9% |
| 6M | +6.4% | -57.5% | +63.9% | +9.2% |
| YTD | +15.5% | -64.7% | +80.2% | +19.1% |
| 1Y | +17.6% | -72.9% | +90.5% | +22.4% |
| 3Y | +75.0% | -33.5% | +108.4% | +70.6% |
| 5Y | +32.2% | -90.5% | +122.7% | +30.8% |
| All | +78.3% | -62.6% | +141.0% | +78.7% |
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