+73.3%
NSC vs QS
-30.4%
+103.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -7.0% | -3.0% |
| 7D | -6.6% | +5.4% | -12.0% | -6.8% |
| 30D | +2.2% | -5.3% | +7.5% | +2.3% |
| 3M | -6.2% | -22.6% | +16.4% | -5.3% |
| 6M | +1.7% | -46.2% | +47.8% | +3.9% |
| YTD | +12.2% | -58.9% | +71.2% | +15.9% |
| 1Y | +15.4% | -73.1% | +88.5% | +21.8% |
| 3Y | +73.3% | -27.2% | +100.5% | +61.1% |
| All | +73.3% | -30.4% | +103.7% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling