+3,738.8%
ALL vs NSC
+3,248.7%
+490.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.6% |
| 7D | -0.1% | -3.4% | +3.3% | +1.2% |
| 30D | +13.8% | +3.6% | +10.2% | +12.3% |
| 3M | -2.8% | -1.4% | -1.4% | -2.3% |
| 6M | +23.7% | +6.0% | +17.7% | +20.4% |
| YTD | +27.3% | +15.5% | +11.8% | +19.4% |
| 1Y | +30.5% | +16.2% | +14.3% | +22.2% |
| 3Y | +113.0% | +76.9% | +36.1% | +64.8% |
| 5Y | +157.6% | +29.3% | +128.3% | +123.3% |
| 10Y | +368.4% | +298.3% | +70.1% | +152.5% |
| All | +3,738.8% | +3,248.7% | +490.1% | +846.4% |
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