+271.2%
EW vs NSC
+296.2%
-25.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +4.9% | +2.5% | +2.4% | +3.9% |
| 30D | +23.9% | +1.7% | +22.2% | +23.0% |
| 3M | +15.8% | -2.6% | +18.3% | +16.6% |
| 6M | +31.7% | +6.4% | +25.2% | +27.8% |
| YTD | +25.7% | +15.5% | +10.2% | +17.7% |
| 1Y | +24.4% | +17.6% | +6.8% | +15.7% |
| 3Y | +65.9% | +75.0% | -9.1% | +26.6% |
| 5Y | -7.6% | +32.2% | -39.8% | -21.4% |
| All | +271.2% | +296.2% | -25.0% | +104.6% |
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