+4,283.7%
EMR vs NSC
+5,741.3%
-1,457.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | +2.8% | +2.5% | +0.4% | +1.7% |
| 30D | +3.7% | +1.7% | +2.0% | +2.8% |
| 3M | +2.0% | -2.6% | +4.6% | +3.1% |
| 6M | +22.1% | +6.4% | +15.7% | +18.1% |
| YTD | +27.2% | +15.5% | +11.7% | +18.5% |
| 1Y | +32.0% | +17.6% | +14.4% | +21.9% |
| 3Y | +103.3% | +75.0% | +28.3% | +54.8% |
| 5Y | +88.2% | +32.2% | +56.0% | +61.0% |
| 10Y | +280.4% | +296.6% | -16.2% | +102.2% |
| All | +4,283.7% | +5,741.3% | -1,457.6% | +613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling