+207.2%
C vs NSC
+302.7%
-95.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | +4.7% | +1.6% | +3.1% | +3.6% |
| 30D | +0.2% | +4.2% | -4.0% | -2.6% |
| 3M | -9.3% | -0.2% | -9.1% | -9.6% |
| 6M | -0.8% | +7.6% | -8.4% | -6.8% |
| YTD | +8.5% | +17.4% | -8.9% | -4.7% |
| 1Y | +23.1% | +18.3% | +4.8% | +7.5% |
| 3Y | +220.8% | +79.8% | +141.0% | +101.6% |
| 5Y | +112.4% | +34.3% | +78.1% | +60.9% |
| All | +207.2% | +302.7% | -95.6% | +20.5% |
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