-25.8%
ACN vs NSC
+31.3%
-57.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -4.8% |
| 30D | +16.5% | +1.7% | +14.8% | +15.7% |
| 3M | +41.5% | -2.6% | +44.0% | +42.7% |
| 6M | +60.1% | +6.4% | +53.6% | +55.1% |
| YTD | -3.9% | +15.5% | -19.4% | -10.9% |
| 1Y | +4.1% | +17.6% | -13.5% | -4.2% |
| 3Y | -15.9% | +75.0% | -90.8% | -38.4% |
| All | -25.8% | +31.3% | -57.0% | -38.1% |
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 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