+1.7%
NSC vs QS
-41.2%
+42.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -7.0% | -2.7% |
| 7D | -6.6% | +5.4% | -12.0% | -6.3% |
| 30D | +2.2% | -5.3% | +7.5% | +1.8% |
| 3M | -6.2% | -22.6% | +16.4% | -7.5% |
| 6M | +1.7% | -46.2% | +47.8% | -1.7% |
| All | +1.7% | -41.2% | +42.9% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling