+328.2%
NSC vs QSR
+133.7%
+194.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.4% | -4.7% | +3.3% | +0.5% |
| 30D | -3.4% | +4.3% | -7.7% | -5.1% |
| 3M | +5.1% | +5.4% | -0.4% | +2.5% |
| 6M | +9.2% | +8.2% | +1.1% | +5.0% |
| YTD | +13.4% | +14.1% | -0.7% | +6.4% |
| 1Y | +20.8% | +28.1% | -7.3% | +7.7% |
| 3Y | +76.1% | +25.3% | +50.8% | +55.8% |
| 5Y | +45.3% | +40.4% | +4.9% | +20.7% |
| All | +328.2% | +133.7% | +194.4% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling