+220.1%
C vs NSC
+315.5%
-95.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.2% |
| 7D | -0.9% | -5.4% | +4.4% | +2.8% |
| 30D | -5.4% | +2.9% | -8.3% | -7.3% |
| 3M | -9.2% | -2.2% | -7.0% | -8.2% |
| 6M | -1.8% | +5.3% | -7.1% | -6.4% |
| YTD | +6.7% | +14.8% | -8.1% | -4.9% |
| 1Y | +23.5% | +16.6% | +7.0% | +8.9% |
| 3Y | +219.8% | +78.6% | +141.2% | +101.5% |
| 5Y | +112.4% | +27.2% | +85.2% | +67.3% |
| 10Y | +220.1% | +302.5% | -82.4% | +17.4% |
| All | +220.1% | +315.5% | -95.4% | +17.4% |
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