+934.0%
BE vs NSC
+143.2%
+790.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -1.4% | +11.1% | +10.8% |
| 30D | +22.4% | -3.4% | +25.8% | +25.1% |
| 3M | +10.4% | +5.1% | +5.3% | +5.3% |
| 6M | +67.9% | +9.2% | +58.6% | +54.5% |
| YTD | +197.5% | +13.4% | +184.1% | +164.8% |
| 1Y | +310.6% | +20.8% | +289.8% | +247.1% |
| 3Y | +1,657.2% | +76.1% | +1,581.2% | +961.6% |
| 5Y | +1,218.2% | +45.3% | +1,172.9% | +813.3% |
| All | +934.0% | +143.2% | +790.7% | +282.3% |
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