+12.5%
AGG vs NSC
+73.4%
-60.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | -1.1% | -2.8% | +1.7% | -1.0% |
| 30D | -1.1% | -4.5% | +3.4% | -1.0% |
| 3M | -1.9% | +3.5% | -5.5% | -2.1% |
| 6M | -1.7% | +8.5% | -10.2% | -2.0% |
| YTD | -1.3% | +12.3% | -13.6% | -1.7% |
| 1Y | -0.7% | +18.9% | -19.7% | -1.4% |
| 3Y | +12.5% | +74.1% | -61.7% | +8.0% |
| All | +12.5% | +73.4% | -60.9% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling