+911.5%
BE vs NSC
+147.9%
+763.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.0% |
| 7D | +20.0% | -5.5% | +25.5% | +24.6% |
| 30D | +7.9% | -3.2% | +11.1% | +10.2% |
| 3M | -13.2% | +7.7% | -20.9% | -18.6% |
| 6M | +53.5% | +4.5% | +48.9% | +46.3% |
| YTD | +191.0% | +15.6% | +175.5% | +155.7% |
| 1Y | +360.5% | +19.8% | +340.7% | +291.9% |
| 3Y | +1,568.0% | +70.1% | +1,497.9% | +937.9% |
| 5Y | +1,055.2% | +46.1% | +1,009.1% | +698.4% |
| All | +911.5% | +147.9% | +763.6% | +269.2% |
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