+30.5%
ALL vs NSC
+17.7%
+12.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.7% |
| 7D | -0.1% | -3.4% | +3.3% | +0.8% |
| 30D | +13.8% | +3.6% | +10.2% | +13.0% |
| 3M | -2.8% | -1.4% | -1.4% | -2.4% |
| 6M | +23.7% | +6.0% | +17.7% | +21.6% |
| YTD | +27.3% | +15.5% | +11.8% | +22.4% |
| 1Y | +30.5% | +16.2% | +14.3% | +25.9% |
| All | +30.5% | +17.7% | +12.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling