+275.2%
ADP vs NSC
+336.2%
-61.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | -1.4% | -4.3% | -5.1% |
| 30D | -1.4% | -3.4% | +2.0% | +0.1% |
| 3M | +16.6% | +5.1% | +11.5% | +13.7% |
| 6M | +24.9% | +9.2% | +15.7% | +19.0% |
| YTD | +5.6% | +13.4% | -7.8% | -1.6% |
| 1Y | -6.0% | +20.8% | -26.8% | -15.0% |
| 3Y | +14.5% | +76.1% | -61.6% | -16.4% |
| 5Y | +47.9% | +45.3% | +2.6% | +17.0% |
| All | +275.2% | +336.2% | -61.0% | +92.8% |
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