-16.6%
BX vs NSC
+20.4%
-37.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.4% | -5.5% | +1.1% | -2.5% |
| 30D | +0.1% | -3.2% | +3.3% | +1.2% |
| 3M | +16.0% | +7.7% | +8.3% | +13.3% |
| 6M | +21.6% | +4.5% | +17.1% | +22.1% |
| YTD | -8.9% | +15.6% | -24.5% | -13.4% |
| 1Y | -16.6% | +19.8% | -36.5% | -20.5% |
| All | -16.6% | +20.4% | -37.0% | -20.5% |
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