+2,979.8%
ASX vs NSC
+3,856.4%
-876.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.8% | +9.3% | +7.6% |
| 7D | -19.9% | -6.6% | -13.3% | -17.3% |
| 30D | -30.9% | +2.2% | -33.0% | -31.5% |
| 3M | -15.1% | -6.2% | -8.9% | -12.9% |
| 6M | -6.5% | +1.7% | -8.2% | -7.8% |
| YTD | +98.4% | +12.2% | +86.2% | +87.0% |
| 1Y | +107.9% | +15.4% | +92.4% | +93.4% |
| 3Y | +325.3% | +73.3% | +251.9% | +225.9% |
| 5Y | +447.3% | +24.7% | +422.6% | +378.6% |
| 10Y | +763.2% | +324.5% | +438.7% | +332.3% |
| All | +2,979.8% | +3,856.4% | -876.6% | +535.2% |
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 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