+18.4%
BX vs NSC
+42.7%
-24.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -5.6% | -2.8% | -2.8% | -3.8% |
| 30D | -12.2% | -4.5% | -7.7% | -9.5% |
| 3M | +7.4% | +3.5% | +3.9% | +4.6% |
| 6M | +22.2% | +8.5% | +13.6% | +14.1% |
| YTD | -14.0% | +12.3% | -26.4% | -21.8% |
| 1Y | -27.3% | +18.9% | -46.2% | -36.6% |
| 3Y | +24.5% | +74.1% | -49.6% | -22.9% |
| All | +18.4% | +42.7% | -24.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling