+153.8%
B vs NSC
+46.6%
+107.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.6% |
| 30D | +1.4% | -1.9% | +3.3% | +1.8% |
| 3M | +12.2% | +6.2% | +6.0% | +10.8% |
| 6M | -2.1% | +9.2% | -11.3% | -4.1% |
| YTD | +2.9% | +15.0% | -12.1% | -0.2% |
| 1Y | +55.3% | +21.1% | +34.2% | +48.9% |
| 3Y | +198.7% | +78.6% | +120.1% | +157.3% |
| 5Y | +153.8% | +45.9% | +107.9% | +127.6% |
| All | +153.8% | +46.6% | +107.1% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling