+29.4%
B vs NSC
+24.4%
+5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +0.3% | +8.8% | -8.5% | -0.8% |
| 3M | +5.4% | +1.2% | +4.2% | +5.1% |
| 6M | +5.5% | +11.3% | -5.8% | +3.8% |
| YTD | -6.3% | +20.7% | -27.0% | -6.6% |
| 1Y | +29.4% | +23.4% | +6.0% | +31.5% |
| All | +29.4% | +24.4% | +5.0% | +31.5% |
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