+521.9%
BKR vs NSC
+5,636.1%
-5,114.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -6.7% | -1.4% | -5.3% | -6.1% |
| 30D | -8.3% | -3.4% | -5.0% | -7.0% |
| 3M | -5.4% | +5.1% | -10.5% | -8.0% |
| 6M | +0.8% | +9.2% | -8.4% | -4.2% |
| YTD | +31.8% | +13.4% | +18.4% | +23.0% |
| 1Y | +28.6% | +20.8% | +7.8% | +16.5% |
| 3Y | +71.2% | +76.1% | -4.9% | +28.1% |
| 5Y | +179.2% | +45.3% | +134.0% | +125.0% |
| 10Y | +124.0% | +335.7% | -211.8% | +13.2% |
| All | +521.9% | +5,636.1% | -5,114.2% | +32.0% |
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