+898.2%
BAX vs NSC
+5,742.2%
-4,844.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.6% | -3.4% | +7.1% | +4.6% |
| 30D | +8.5% | +3.6% | +4.9% | +7.5% |
| 3M | -4.9% | -1.4% | -3.5% | -4.6% |
| 6M | +47.0% | +6.0% | +41.0% | +44.6% |
| YTD | +38.4% | +15.5% | +22.9% | +33.4% |
| 1Y | +49.1% | +16.2% | +32.9% | +43.5% |
| 3Y | -14.9% | +76.9% | -91.8% | -26.6% |
| 5Y | -63.1% | +29.3% | -92.4% | -66.0% |
| 10Y | -35.6% | +298.3% | -333.9% | -55.3% |
| All | +898.2% | +5,742.2% | -4,844.0% | +169.5% |
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