+17.1%
BABA vs NSC
+320.5%
-303.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.2% |
| 7D | +11.6% | -6.6% | +18.3% | +14.1% |
| 30D | +2.3% | +2.2% | +0.1% | +1.4% |
| 3M | -13.7% | -6.2% | -7.5% | -12.1% |
| 6M | -21.9% | +1.7% | -23.6% | -23.0% |
| YTD | -24.6% | +12.2% | -36.9% | -28.4% |
| 1Y | -34.1% | +15.4% | -49.5% | -38.1% |
| 3Y | +36.3% | +73.3% | -37.1% | +8.4% |
| 5Y | -26.7% | +24.7% | -51.4% | -35.2% |
| All | +17.1% | +320.5% | -303.4% | -17.6% |
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 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