+1,569.6%
QQQ vs NSC
+1,946.3%
-376.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | -0.6% | -1.9% | +1.3% | 0.0% |
| 3M | +0.4% | +6.2% | -5.8% | -2.1% |
| 6M | +20.1% | +9.2% | +10.9% | +15.4% |
| YTD | +17.2% | +15.0% | +2.2% | +10.3% |
| 1Y | +24.7% | +21.1% | +3.6% | +15.0% |
| 3Y | +96.2% | +78.6% | +17.6% | +53.3% |
| 5Y | +94.4% | +45.9% | +48.5% | +62.6% |
| 10Y | +556.7% | +326.9% | +229.8% | +258.4% |
| All | +1,569.6% | +1,946.3% | -376.8% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling