+661.1%
BX vs NSC
+332.1%
+329.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -5.6% | -2.8% | -2.8% | -3.9% |
| 30D | -12.2% | -4.5% | -7.7% | -9.6% |
| 3M | +7.4% | +3.5% | +3.9% | +4.8% |
| 6M | +22.2% | +8.5% | +13.6% | +14.7% |
| YTD | -14.0% | +12.3% | -26.4% | -21.2% |
| 1Y | -27.3% | +18.9% | -46.2% | -35.8% |
| 3Y | +24.5% | +74.1% | -49.6% | -16.5% |
| 5Y | +18.9% | +43.9% | -25.0% | -9.3% |
| All | +661.1% | +332.1% | +329.0% | +233.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling