-43.0%
ACN vs NSC
+46.1%
-89.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.2% |
| 30D | +1.9% | -1.9% | +3.8% | +2.6% |
| 3M | +3.9% | +6.2% | -2.4% | +1.0% |
| 6M | -15.0% | +9.2% | -24.2% | -18.8% |
| YTD | -31.9% | +15.0% | -46.9% | -36.6% |
| 1Y | -28.5% | +21.1% | -49.6% | -35.0% |
| 3Y | -41.9% | +78.6% | -120.5% | -57.9% |
| All | -43.0% | +46.1% | -89.1% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling