-14.9%
BAX vs NSC
+79.0%
-93.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +3.6% | -3.4% | +7.1% | +5.4% |
| 30D | +8.5% | +3.6% | +4.9% | +6.6% |
| 3M | -4.9% | -1.4% | -3.5% | -4.4% |
| 6M | +47.0% | +6.0% | +41.0% | +42.1% |
| YTD | +38.4% | +15.5% | +22.9% | +28.7% |
| 1Y | +49.1% | +16.2% | +32.9% | +38.3% |
| 3Y | -14.9% | +76.9% | -91.8% | -35.0% |
| All | -14.9% | +79.0% | -93.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling