+72.2%
BKR vs NSC
+75.0%
-2.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -6.7% | -1.4% | -5.3% | -6.2% |
| 30D | -8.3% | -3.4% | -5.0% | -7.2% |
| 3M | -5.4% | +5.1% | -10.5% | -7.9% |
| 6M | +0.8% | +9.2% | -8.4% | -4.2% |
| YTD | +31.8% | +13.4% | +18.4% | +22.9% |
| 1Y | +28.6% | +20.8% | +7.8% | +16.4% |
| All | +72.2% | +75.0% | -2.8% | +32.9% |
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