+166.1%
B vs NSC
+74.1%
+92.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +1.0% |
| 7D | +9.6% | -6.6% | +16.2% | +10.8% |
| 30D | +3.5% | +2.2% | +1.4% | +3.1% |
| 3M | -1.6% | -6.2% | +4.6% | -0.6% |
| 6M | -1.7% | +1.7% | -3.4% | -2.2% |
| YTD | -5.3% | +12.2% | -17.6% | -7.4% |
| 1Y | +27.2% | +15.4% | +11.8% | +23.8% |
| 3Y | +166.1% | +73.3% | +92.8% | +129.4% |
| All | +166.1% | +74.1% | +92.0% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling