+211.9%
B vs NSC
+324.0%
-112.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.0% | -2.0% | +3.1% | +1.3% |
| 30D | +9.5% | -3.2% | +12.7% | +10.0% |
| 3M | +14.3% | +3.9% | +10.4% | +13.7% |
| 6M | -1.9% | +7.8% | -9.7% | -3.0% |
| YTD | +4.1% | +13.4% | -9.3% | +2.2% |
| 1Y | +56.1% | +20.3% | +35.8% | +52.0% |
| 3Y | +202.0% | +76.1% | +125.9% | +177.7% |
| 5Y | +158.8% | +45.0% | +113.8% | +142.3% |
| 10Y | +211.9% | +335.7% | -123.8% | +150.7% |
| All | +211.9% | +324.0% | -112.1% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling