+208.6%
B vs NSC
+301.1%
-92.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.8% | -6.2% |
| 7D | +7.1% | -3.4% | +10.5% | +7.6% |
| 30D | -3.3% | +3.6% | -7.0% | -3.8% |
| 3M | -2.5% | -1.4% | -1.1% | -2.4% |
| 6M | -7.2% | +6.0% | -13.2% | -8.1% |
| YTD | -7.4% | +15.5% | -22.9% | -9.3% |
| 1Y | +16.4% | +16.2% | +0.2% | +13.9% |
| 3Y | +178.7% | +76.9% | +101.8% | +156.1% |
| 5Y | +121.7% | +29.3% | +92.4% | +109.5% |
| 10Y | +208.6% | +298.3% | -89.7% | +195.7% |
| All | +208.6% | +301.1% | -92.5% | +195.7% |
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