+72.9%
BAC vs NSC
+46.6%
+26.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | -0.7% | -1.9% | +1.2% | +0.1% |
| 3M | +16.9% | +6.2% | +10.7% | +13.0% |
| 6M | +29.6% | +9.2% | +20.4% | +22.8% |
| YTD | +15.3% | +15.0% | +0.2% | +6.0% |
| 1Y | +28.8% | +21.1% | +7.7% | +15.2% |
| 3Y | +136.4% | +78.6% | +57.8% | +66.4% |
| 5Y | +72.9% | +45.9% | +27.0% | +29.3% |
| All | +72.9% | +46.6% | +26.3% | +29.3% |
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