+513.4%
BE vs NSC
+33.1%
+480.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.2% | +12.5% |
| 7D | +4.5% | -3.5% | +8.1% | +7.2% |
| 30D | -20.1% | +3.9% | -24.1% | -21.7% |
| 3M | -0.8% | -0.8% | 0.0% | -0.3% |
| 6M | -26.2% | +7.1% | -33.3% | -30.0% |
| YTD | +141.1% | +16.4% | +124.6% | +115.1% |
| 1Y | +64.8% | +16.9% | +47.9% | +46.6% |
| 3Y | +1,887.4% | +78.4% | +1,809.0% | +1,107.2% |
| All | +513.4% | +33.1% | +480.3% | +340.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling