+368.4%
ALL vs NSC
+301.1%
+67.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.6% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | +13.8% | +3.6% | +10.2% | +12.2% |
| 3M | -2.8% | -1.4% | -1.4% | -2.3% |
| 6M | +23.7% | +6.0% | +17.7% | +20.2% |
| YTD | +27.3% | +15.5% | +11.8% | +18.8% |
| 1Y | +30.5% | +16.2% | +14.3% | +21.5% |
| 3Y | +113.0% | +76.9% | +36.1% | +59.8% |
| 5Y | +157.6% | +29.3% | +128.3% | +119.7% |
| 10Y | +368.4% | +298.3% | +70.1% | +162.1% |
| All | +368.4% | +301.1% | +67.3% | +162.1% |
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 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