+78.9%
NSC vs QS
-19.4%
+98.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | +7.7% | -39.6% | +47.3% | +10.1% |
| 6M | +4.5% | -21.7% | +26.2% | +5.0% |
| YTD | +15.6% | -47.4% | +63.0% | +18.5% |
| 1Y | +19.8% | -28.4% | +48.2% | +18.6% |
| All | +78.9% | -19.4% | +98.3% | +67.9% |
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