+950.6%
BX vs NSC
+834.0%
+116.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -2.0% | -1.5% | -0.5% | -0.9% |
| 30D | -2.3% | -1.9% | -0.4% | -1.0% |
| 3M | +18.5% | +6.2% | +12.3% | +13.2% |
| 6M | +23.7% | +9.2% | +14.5% | +14.6% |
| YTD | -10.4% | +15.0% | -25.4% | -20.2% |
| 1Y | -19.6% | +21.1% | -40.6% | -31.1% |
| 3Y | +30.8% | +78.6% | -47.8% | -18.2% |
| 5Y | +24.3% | +45.9% | -21.5% | -9.7% |
| 10Y | +679.5% | +326.9% | +352.6% | +128.6% |
| All | +950.6% | +834.0% | +116.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling