-8.5%
BX vs NSC
+24.4%
-32.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | +8.3% | +1.8% | +6.5% | +7.7% |
| 30D | +13.5% | +8.8% | +4.7% | +10.5% |
| 3M | -7.6% | +1.2% | -8.8% | -8.0% |
| 6M | +4.0% | +11.3% | -7.3% | +0.8% |
| YTD | -15.2% | +20.7% | -35.9% | -19.1% |
| 1Y | -8.5% | +23.4% | -31.9% | -15.9% |
| All | -8.5% | +24.4% | -32.9% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling