+65.8%
EMR vs NSC
+44.1%
+21.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | +0.9% | -2.0% | +3.0% | +2.0% |
| 30D | -5.0% | -3.2% | -1.8% | -3.3% |
| 3M | +5.9% | +3.9% | +2.0% | +3.6% |
| 6M | +7.3% | +7.8% | -0.5% | +2.4% |
| YTD | +14.6% | +13.4% | +1.2% | +6.4% |
| 1Y | +15.6% | +20.3% | -4.7% | +4.0% |
| 3Y | +60.2% | +76.1% | -15.9% | +15.3% |
| 5Y | +65.8% | +45.0% | +20.8% | +25.8% |
| All | +65.8% | +44.1% | +21.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling