+190.4%
ETN vs NSC
+42.7%
+147.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 7D | +3.5% | -2.8% | +6.3% | +4.9% |
| 30D | -7.5% | -4.5% | -3.0% | -5.5% |
| 3M | +8.3% | +3.5% | +4.8% | +6.1% |
| 6M | +20.2% | +8.5% | +11.7% | +14.6% |
| YTD | +34.7% | +12.3% | +22.3% | +26.0% |
| 1Y | +19.4% | +18.9% | +0.5% | +8.4% |
| 3Y | +85.5% | +74.1% | +11.4% | +33.2% |
| All | +190.4% | +42.7% | +147.8% | +125.0% |
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