+91.7%
BKNG vs NSC
+44.0%
+47.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.4% | -9.3% | -10.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.0% |
| 3M | +8.5% | +5.1% | +3.5% | +6.1% |
| 6M | -0.1% | +9.2% | -9.3% | -4.1% |
| YTD | -18.2% | +13.4% | -31.6% | -23.0% |
| 1Y | -19.9% | +20.8% | -40.7% | -26.4% |
| 3Y | +41.6% | +76.1% | -34.5% | +5.9% |
| All | +91.7% | +44.0% | +47.7% | +55.7% |
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