+49.0%
BP vs NSC
+80.6%
-31.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +2.5% | +1.6% | +0.9% | +2.2% |
| 30D | -5.6% | +4.2% | -9.8% | -6.4% |
| 3M | +8.0% | -0.2% | +8.3% | +7.9% |
| 6M | +5.7% | +7.6% | -1.9% | +3.8% |
| YTD | +36.8% | +17.4% | +19.5% | +31.3% |
| 1Y | +30.7% | +18.3% | +12.4% | +25.2% |
| All | +49.0% | +80.6% | -31.7% | +35.1% |
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 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