+6,438.2%
EW vs NSC
+3,922.2%
+2,516.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -5.5% | +5.2% | +1.1% |
| 30D | +1.0% | -3.2% | +4.3% | +1.9% |
| 3M | +2.8% | +7.7% | -4.9% | +0.6% |
| 6M | +5.5% | +4.5% | +1.0% | +3.8% |
| YTD | +5.5% | +15.6% | -10.1% | +1.0% |
| 1Y | +11.0% | +19.8% | -8.8% | +5.3% |
| 3Y | +17.7% | +70.1% | -52.4% | -0.1% |
| 5Y | -25.7% | +46.1% | -71.9% | -34.8% |
| 10Y | +132.8% | +328.1% | -195.3% | +55.5% |
| All | +6,438.2% | +3,922.2% | +2,516.0% | +2,757.6% |
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 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