+719.1%
B vs NSC
+5,576.5%
-4,857.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.9% |
| 7D | +9.6% | -6.6% | +16.2% | +10.6% |
| 30D | +3.5% | +2.2% | +1.4% | +3.2% |
| 3M | -1.6% | -6.2% | +4.6% | -0.8% |
| 6M | -1.7% | +1.7% | -3.4% | -2.1% |
| YTD | -5.3% | +12.2% | -17.6% | -7.0% |
| 1Y | +27.2% | +15.4% | +11.8% | +24.5% |
| 3Y | +166.1% | +73.3% | +92.8% | +145.2% |
| 5Y | +136.5% | +24.7% | +111.8% | +126.0% |
| 10Y | +172.2% | +324.5% | -152.3% | +116.1% |
| All | +719.1% | +5,576.5% | -4,857.4% | +717.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling