+3,552.3%
ASX vs NSC
+3,974.1%
-421.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -5.5% | +4.8% | +1.6% |
| 30D | +2.0% | -3.2% | +5.2% | +3.3% |
| 3M | -1.3% | +7.7% | -9.0% | -4.8% |
| 6M | +71.4% | +4.5% | +66.9% | +66.9% |
| YTD | +135.3% | +15.6% | +119.8% | +119.1% |
| 1Y | +267.5% | +19.8% | +247.6% | +236.4% |
| 3Y | +388.5% | +70.1% | +318.4% | +277.3% |
| 5Y | +417.1% | +46.1% | +371.0% | +321.9% |
| 10Y | +872.7% | +328.1% | +544.7% | +385.0% |
| All | +3,552.3% | +3,974.1% | -421.8% | +644.2% |
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