+706.7%
ETN vs NSC
+332.1%
+374.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.5% |
| 7D | +3.5% | -2.8% | +6.3% | +5.3% |
| 30D | -7.5% | -4.5% | -3.0% | -4.9% |
| 3M | +8.3% | +3.5% | +4.8% | +5.5% |
| 6M | +20.2% | +8.5% | +11.7% | +13.1% |
| YTD | +34.7% | +12.3% | +22.3% | +23.7% |
| 1Y | +19.4% | +18.9% | +0.5% | +5.7% |
| 3Y | +85.5% | +74.1% | +11.4% | +23.3% |
| 5Y | +186.6% | +43.9% | +142.7% | +111.2% |
| All | +706.7% | +332.1% | +374.6% | +202.8% |
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 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