+124.0%
EW vs NSC
+336.2%
-212.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | -7.4% | -3.4% | -4.0% | -6.2% |
| 3M | +0.9% | +5.1% | -4.1% | -1.3% |
| 6M | +1.2% | +9.2% | -8.1% | -2.9% |
| YTD | +1.8% | +13.4% | -11.6% | -3.9% |
| 1Y | +10.8% | +20.8% | -9.9% | +2.0% |
| 3Y | +17.1% | +76.1% | -58.9% | -11.3% |
| 5Y | -28.2% | +45.3% | -73.5% | -41.7% |
| All | +124.0% | +336.2% | -212.2% | -5.2% |
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 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