+44.6%
C vs NSC
+19.4%
+25.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +2.6% | -2.0% | +4.6% | +3.0% |
| 30D | +1.9% | -3.2% | +5.1% | +2.5% |
| 3M | +2.8% | +3.9% | -1.1% | +1.1% |
| 6M | +30.6% | +7.8% | +22.8% | +26.1% |
| YTD | +19.9% | +13.4% | +6.5% | +12.4% |
| 1Y | +44.6% | +20.3% | +24.2% | +31.4% |
| All | +44.6% | +19.4% | +25.1% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling