+1,335.7%
BP vs NSC
+5,745.4%
-4,409.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.9% | -5.5% | +9.5% | +5.9% |
| 30D | +7.6% | -3.2% | +10.8% | +8.7% |
| 3M | +0.7% | +7.7% | -7.0% | -2.1% |
| 6M | +15.5% | +4.5% | +11.0% | +12.8% |
| YTD | +30.8% | +15.6% | +15.3% | +23.2% |
| 1Y | +34.3% | +19.8% | +14.5% | +24.8% |
| 3Y | +35.1% | +70.1% | -35.0% | +8.7% |
| 5Y | +126.8% | +46.1% | +80.7% | +90.4% |
| 10Y | +123.4% | +328.1% | -204.7% | +31.6% |
| All | +1,335.7% | +5,745.4% | -4,409.7% | +388.1% |
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