+45.9%
NSC vs QS
-74.6%
+120.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -1.5% | +2.2% | -3.7% | -1.6% |
| 30D | -1.9% | -8.1% | +6.1% | -1.5% |
| 3M | +6.2% | -27.0% | +33.2% | +7.8% |
| 6M | +9.2% | -16.4% | +25.6% | +9.4% |
| YTD | +15.0% | -46.4% | +61.4% | +18.3% |
| 1Y | +21.1% | -41.1% | +62.2% | +22.0% |
| 3Y | +78.6% | -18.6% | +97.2% | +66.9% |
| 5Y | +45.9% | -73.0% | +118.9% | +38.6% |
| All | +45.9% | -74.6% | +120.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling