+96.2%
AGG vs NSC
+2,757.7%
-2,661.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | -1.1% | -4.5% | +3.4% | -1.2% |
| 3M | -1.9% | +3.5% | -5.5% | -1.9% |
| 6M | -1.7% | +8.5% | -10.2% | -1.6% |
| YTD | -1.3% | +12.3% | -13.6% | -1.2% |
| 1Y | -0.7% | +18.9% | -19.7% | -0.6% |
| 3Y | +12.5% | +74.1% | -61.7% | +13.2% |
| 5Y | -2.5% | +43.9% | -46.4% | -2.0% |
| 10Y | +14.2% | +331.6% | -317.4% | +17.6% |
| All | +96.2% | +2,757.7% | -2,661.5% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling