+120.2%
BKR vs NSC
+332.1%
-211.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | 0.0% |
| 7D | -7.0% | -2.8% | -4.2% | -5.4% |
| 30D | -8.1% | -4.5% | -3.6% | -5.6% |
| 3M | -6.6% | +3.5% | -10.2% | -9.3% |
| 6M | +0.9% | +8.5% | -7.7% | -5.8% |
| YTD | +31.1% | +12.3% | +18.8% | +19.5% |
| 1Y | +27.7% | +18.9% | +8.8% | +12.1% |
| 3Y | +71.2% | +74.1% | -2.9% | +12.6% |
| 5Y | +177.6% | +43.9% | +133.7% | +100.4% |
| All | +120.2% | +332.1% | -211.9% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling