+2,982.6%
EQT vs NSC
+5,582.3%
-2,599.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.0% | -2.8% | +0.8% | -1.1% |
| 30D | 0.0% | -4.5% | +4.5% | +1.4% |
| 3M | +5.9% | +3.5% | +2.4% | +4.5% |
| 6M | -14.8% | +8.5% | -23.3% | -17.5% |
| YTD | +1.8% | +12.3% | -10.6% | -2.8% |
| 1Y | +7.4% | +18.9% | -11.6% | +0.7% |
| 3Y | +33.6% | +74.1% | -40.5% | +8.6% |
| 5Y | +199.3% | +43.9% | +155.4% | +158.6% |
| 10Y | +50.0% | +331.6% | -281.6% | -9.6% |
| All | +2,982.6% | +5,582.3% | -2,599.7% | +1,143.2% |
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