+875.9%
BAX vs NSC
+5,745.4%
-4,869.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | -5.5% | +4.4% | +0.3% |
| 30D | -5.5% | -3.2% | -2.2% | -4.7% |
| 3M | +33.5% | +7.7% | +25.9% | +31.0% |
| 6M | +35.9% | +4.5% | +31.3% | +34.2% |
| YTD | +35.4% | +15.6% | +19.8% | +30.5% |
| 1Y | +9.8% | +19.8% | -10.1% | +4.8% |
| 3Y | -32.7% | +70.1% | -102.8% | -41.5% |
| 5Y | -65.6% | +46.1% | -111.7% | -69.2% |
| 10Y | -34.9% | +328.1% | -363.0% | -55.6% |
| All | +875.9% | +5,745.4% | -4,869.5% | +163.5% |
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