+1,803.2%
BE vs NSC
+80.6%
+1,722.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | +20.5% | +1.6% | +18.9% | +19.9% |
| 30D | -23.4% | +4.2% | -27.5% | -24.2% |
| 3M | -14.9% | -0.2% | -14.6% | -14.7% |
| 6M | -28.1% | +7.6% | -35.6% | -30.2% |
| YTD | +132.4% | +17.4% | +115.0% | +116.4% |
| 1Y | +59.4% | +18.3% | +41.1% | +47.8% |
| All | +1,803.2% | +80.6% | +1,722.6% | +1,024.0% |
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