+1,376.8%
BAC vs NSC
+5,745.4%
-4,368.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.1% | -5.5% | +6.6% | +4.3% |
| 30D | -0.4% | -3.2% | +2.8% | +1.3% |
| 3M | +16.9% | +7.7% | +9.2% | +11.6% |
| 6M | +26.6% | +4.5% | +22.1% | +22.3% |
| YTD | +15.8% | +15.6% | +0.2% | +5.4% |
| 1Y | +27.2% | +19.8% | +7.3% | +13.4% |
| 3Y | +132.4% | +70.1% | +62.3% | +66.0% |
| 5Y | +72.6% | +46.1% | +26.5% | +32.4% |
| 10Y | +389.7% | +328.1% | +61.6% | +106.3% |
| All | +1,376.8% | +5,745.4% | -4,368.6% | +76.9% |
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