+1,683.3%
BE vs NSC
+75.0%
+1,608.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | +23.9% | -2.0% | +26.0% | +24.9% |
| 30D | +27.8% | -3.2% | +31.0% | +29.3% |
| 3M | +3.7% | +3.9% | -0.2% | +1.4% |
| 6M | +78.0% | +7.8% | +70.2% | +70.2% |
| YTD | +209.9% | +13.4% | +196.5% | +188.5% |
| 1Y | +389.6% | +20.3% | +369.3% | +340.3% |
| All | +1,683.3% | +75.0% | +1,608.3% | +933.0% |
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