+135.8%
BP vs NSC
+46.6%
+89.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +9.1% | -1.9% | +11.1% | +9.6% |
| 3M | +3.9% | +6.2% | -2.3% | +1.9% |
| 6M | +13.6% | +9.2% | +4.4% | +10.0% |
| YTD | +34.0% | +15.0% | +19.0% | +27.3% |
| 1Y | +39.2% | +21.1% | +18.1% | +29.9% |
| 3Y | +36.4% | +78.6% | -42.2% | +7.8% |
| 5Y | +135.8% | +45.9% | +89.9% | +93.0% |
| All | +135.8% | +46.6% | +89.2% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling