+78.6%
NSC vs QSR
+28.6%
+50.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -1.9% | +5.9% | -7.9% | -3.6% |
| 3M | +6.2% | +10.5% | -4.2% | +2.9% |
| 6M | +9.2% | +7.7% | +1.5% | +6.3% |
| YTD | +15.0% | +16.8% | -1.8% | +8.8% |
| 1Y | +21.1% | +30.9% | -9.8% | +9.9% |
| 3Y | +78.6% | +28.2% | +50.4% | +60.8% |
| All | +78.6% | +28.6% | +50.0% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling