+134.0%
BP vs NSC
+336.2%
-202.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -1.4% | +7.1% | +6.4% |
| 30D | +8.1% | -3.4% | +11.5% | +9.7% |
| 3M | +8.6% | +5.1% | +3.5% | +5.6% |
| 6M | +18.1% | +9.2% | +8.9% | +11.9% |
| YTD | +37.6% | +13.4% | +24.2% | +27.4% |
| 1Y | +39.4% | +20.8% | +18.6% | +24.9% |
| 3Y | +40.1% | +76.1% | -36.0% | -1.3% |
| 5Y | +141.3% | +45.3% | +96.0% | +83.6% |
| All | +134.0% | +336.2% | -202.1% | +11.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling