+1,401.6%
BP vs NSC
+5,836.8%
-4,435.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +2.5% | +1.6% | +0.9% | +1.9% |
| 30D | -5.6% | +4.2% | -9.8% | -7.0% |
| 3M | +8.0% | -0.2% | +8.3% | +7.9% |
| 6M | +5.7% | +7.6% | -1.9% | +2.5% |
| YTD | +36.8% | +17.4% | +19.5% | +28.0% |
| 1Y | +30.7% | +18.3% | +12.4% | +21.9% |
| 3Y | +51.6% | +79.8% | -28.2% | +19.8% |
| 5Y | +112.2% | +34.3% | +77.9% | +83.4% |
| 10Y | +138.6% | +303.1% | -164.5% | +43.0% |
| All | +1,401.6% | +5,836.8% | -4,435.2% | +407.1% |
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