+19,880.0%
ETN vs NSC
+5,636.1%
+14,244.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.7% |
| 30D | -10.9% | -3.4% | -7.5% | -9.5% |
| 3M | +9.2% | +5.1% | +4.2% | +6.4% |
| 6M | +13.9% | +9.2% | +4.7% | +8.7% |
| YTD | +29.5% | +13.4% | +16.1% | +21.2% |
| 1Y | +14.2% | +20.8% | -6.6% | +3.7% |
| 3Y | +79.9% | +76.1% | +3.8% | +34.0% |
| 5Y | +175.7% | +45.3% | +130.4% | +122.8% |
| 10Y | +693.2% | +335.7% | +357.5% | +292.3% |
| All | +19,880.0% | +5,636.1% | +14,244.0% | +3,432.9% |
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