-33.3%
BAX vs NSC
+302.7%
-336.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +0.4% | +1.6% | -1.3% | -0.3% |
| 30D | +3.4% | +4.2% | -0.8% | +1.7% |
| 3M | -4.5% | -0.2% | -4.2% | -4.5% |
| 6M | +44.0% | +7.6% | +36.5% | +39.6% |
| YTD | +34.9% | +17.4% | +17.5% | +26.7% |
| 1Y | +37.9% | +18.3% | +19.6% | +29.2% |
| 3Y | -17.1% | +79.8% | -96.9% | -34.0% |
| 5Y | -64.3% | +34.3% | -98.6% | -69.0% |
| All | -33.3% | +302.7% | -336.0% | -58.6% |
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