+318.8%
ADP vs NSC
+303.9%
+14.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.9% | -3.5% | +4.5% | +2.5% |
| 30D | +11.9% | +3.9% | +7.9% | +9.9% |
| 3M | +13.7% | -0.8% | +14.5% | +13.9% |
| 6M | +46.8% | +7.1% | +39.6% | +41.4% |
| YTD | +21.8% | +16.4% | +5.3% | +12.0% |
| 1Y | +23.5% | +16.9% | +6.6% | +13.4% |
| 3Y | +44.1% | +78.4% | -34.3% | +4.4% |
| 5Y | +49.9% | +33.1% | +16.8% | +24.0% |
| 10Y | +318.8% | +299.9% | +18.9% | +124.8% |
| All | +318.8% | +303.9% | +14.9% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling