+1,093.8%
BAC vs NSC
+5,789.6%
-4,695.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.9% | -3.5% | +1.7% | +0.1% |
| 30D | -7.2% | +3.9% | -11.1% | -9.2% |
| 3M | -20.4% | -0.8% | -19.6% | -20.3% |
| 6M | +1.3% | +7.1% | -5.8% | -3.4% |
| YTD | -6.4% | +16.4% | -22.8% | -15.3% |
| 1Y | -3.5% | +16.9% | -20.4% | -12.9% |
| 3Y | +96.7% | +78.4% | +18.3% | +36.7% |
| 5Y | +20.6% | +33.1% | -12.5% | -2.6% |
| 10Y | +233.0% | +299.9% | -66.8% | +45.4% |
| All | +1,093.8% | +5,789.6% | -4,695.7% | +42.1% |
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