+148.0%
ALL vs NSC
+27.3%
+120.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -3.9% | -5.4% | +1.5% | -2.0% |
| 30D | +10.6% | +2.9% | +7.7% | +9.5% |
| 3M | -4.6% | -2.2% | -2.4% | -3.9% |
| 6M | +20.2% | +5.3% | +14.9% | +17.6% |
| YTD | +23.7% | +14.8% | +8.9% | +17.0% |
| 1Y | +27.9% | +16.6% | +11.3% | +20.3% |
| 3Y | +109.2% | +78.6% | +30.6% | +59.9% |
| 5Y | +148.0% | +27.2% | +120.8% | +112.2% |
| All | +148.0% | +27.3% | +120.7% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling