+280.4%
EMR vs NSC
+296.2%
-15.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.1% |
| 7D | +2.8% | +2.5% | +0.4% | +1.3% |
| 30D | +3.7% | +1.7% | +2.0% | +2.4% |
| 3M | +2.0% | -2.6% | +4.6% | +3.5% |
| 6M | +22.1% | +6.4% | +15.7% | +16.4% |
| YTD | +27.2% | +15.5% | +11.7% | +14.9% |
| 1Y | +32.0% | +17.6% | +14.4% | +17.8% |
| 3Y | +103.3% | +75.0% | +28.3% | +36.5% |
| 5Y | +88.2% | +32.2% | +56.0% | +48.7% |
| All | +280.4% | +296.2% | -15.9% | +52.5% |
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