+875.2%
BAX vs NSC
+5,741.3%
-4,866.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | +4.1% | +1.7% | +2.4% | +3.6% |
| 3M | -4.5% | -2.6% | -2.0% | -4.0% |
| 6M | +49.2% | +6.4% | +42.8% | +46.6% |
| YTD | +35.2% | +15.5% | +19.8% | +30.3% |
| 1Y | +38.3% | +17.6% | +20.7% | +32.7% |
| 3Y | -19.0% | +75.0% | -94.0% | -30.0% |
| 5Y | -64.2% | +32.2% | -96.3% | -67.2% |
| 10Y | -35.7% | +296.6% | -332.3% | -55.4% |
| All | +875.2% | +5,741.3% | -4,866.1% | +163.2% |
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