-29.0%
EW vs NSC
+46.1%
-75.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.4% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | -3.3% | -1.9% | -1.4% | -2.9% |
| 3M | +1.0% | +6.2% | -5.2% | -0.9% |
| 6M | +6.2% | +9.2% | -3.0% | +3.0% |
| YTD | +1.7% | +15.0% | -13.3% | -3.0% |
| 1Y | +8.1% | +21.1% | -13.0% | +1.5% |
| 3Y | +17.1% | +78.6% | -61.5% | -7.8% |
| All | -29.0% | +46.1% | -75.1% | -37.4% |
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