+7,920.7%
BNY vs NSC
+5,636.1%
+2,284.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.4% |
| 30D | +1.4% | -3.4% | +4.8% | +3.0% |
| 3M | +16.8% | +5.1% | +11.7% | +13.6% |
| 6M | +42.0% | +9.2% | +32.8% | +34.8% |
| YTD | +41.9% | +13.4% | +28.5% | +31.9% |
| 1Y | +59.2% | +20.8% | +38.4% | +43.3% |
| 3Y | +290.9% | +76.1% | +214.8% | +183.2% |
| 5Y | +259.0% | +45.3% | +213.8% | +182.6% |
| 10Y | +413.0% | +335.7% | +77.3% | +126.1% |
| All | +7,920.7% | +5,636.1% | +2,284.6% | +844.1% |
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