+23.4%
NSC vs QSR
+23.8%
-0.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | +0.1% |
| 7D | +1.8% | +5.2% | -3.4% | +0.9% |
| 30D | +8.8% | +12.2% | -3.4% | +6.9% |
| 3M | +1.2% | +7.0% | -5.8% | 0.0% |
| 6M | +11.3% | -0.3% | +11.6% | +11.3% |
| YTD | +20.7% | +18.0% | +2.7% | +15.8% |
| 1Y | +23.4% | +22.6% | +0.8% | +16.5% |
| All | +23.4% | +23.8% | -0.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling