+12,674.7%
BLK vs NSC
+2,283.8%
+10,390.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | -1.4% | -3.8% | -4.5% |
| 30D | -7.0% | -3.4% | -3.7% | -5.6% |
| 3M | +5.7% | +5.1% | +0.6% | +2.9% |
| 6M | +11.0% | +9.2% | +1.8% | +5.7% |
| YTD | +0.9% | +13.4% | -12.5% | -5.7% |
| 1Y | -1.6% | +20.8% | -22.4% | -10.7% |
| 3Y | +64.5% | +76.1% | -11.6% | +22.4% |
| 5Y | +30.9% | +45.3% | -14.4% | +6.1% |
| 10Y | +275.1% | +335.7% | -60.6% | +83.9% |
| All | +12,674.7% | +2,283.8% | +10,390.9% | +3,848.1% |
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