+803.7%
B vs NSC
+5,745.4%
-4,941.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | -5.5% | +3.9% | -0.9% |
| 30D | +9.4% | -3.2% | +12.6% | +9.9% |
| 3M | +5.0% | +7.7% | -2.7% | +3.9% |
| 6M | -3.5% | +4.5% | -8.1% | -4.2% |
| YTD | +4.5% | +15.6% | -11.1% | +2.3% |
| 1Y | +67.8% | +19.8% | +47.9% | +63.5% |
| 3Y | +196.7% | +70.1% | +126.6% | +174.0% |
| 5Y | +151.9% | +46.1% | +105.8% | +136.0% |
| 10Y | +202.2% | +328.1% | -125.9% | +139.8% |
| All | +803.7% | +5,745.4% | -4,941.7% | +799.1% |
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