+216.9%
B vs NSC
+302.7%
-85.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -6.6% | +4.2% | -10.8% | -7.2% |
| 3M | -7.9% | -0.2% | -7.6% | -7.9% |
| 6M | -16.8% | +7.6% | -24.4% | -17.7% |
| YTD | -11.7% | +17.4% | -29.0% | -13.7% |
| 1Y | +3.5% | +18.3% | -14.8% | +0.9% |
| 3Y | +165.7% | +79.8% | +85.9% | +143.4% |
| 5Y | +108.4% | +34.3% | +74.1% | +96.1% |
| All | +216.9% | +302.7% | -85.8% | +198.0% |
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