+47.1%
EQT vs NSC
+332.1%
-284.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.0% | -2.8% | +0.8% | -0.8% |
| 30D | 0.0% | -4.5% | +4.5% | +1.8% |
| 3M | +5.9% | +3.5% | +2.4% | +3.9% |
| 6M | -14.8% | +8.5% | -23.3% | -18.5% |
| YTD | +1.8% | +12.3% | -10.6% | -4.4% |
| 1Y | +7.4% | +18.9% | -11.6% | -1.7% |
| 3Y | +33.6% | +74.1% | -40.5% | -1.5% |
| 5Y | +199.3% | +43.9% | +155.4% | +140.8% |
| All | +47.1% | +332.1% | -284.9% | -40.7% |
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