+21.5%
BX vs NSC
+75.0%
-53.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.9% | -1.4% | -7.5% | -8.2% |
| 30D | -14.8% | -3.4% | -11.4% | -13.2% |
| 3M | +6.9% | +5.1% | +1.9% | +4.0% |
| 6M | +16.3% | +9.2% | +7.1% | +10.0% |
| YTD | -16.1% | +13.4% | -29.5% | -22.4% |
| 1Y | -26.8% | +20.8% | -47.6% | -34.8% |
| All | +21.5% | +75.0% | -53.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling