+7,464.4%
EW vs NSC
+3,920.0%
+3,544.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +9.3% | -3.4% | +12.7% | +10.2% |
| 30D | +22.1% | +3.6% | +18.4% | +20.9% |
| 3M | +13.0% | -1.4% | +14.4% | +13.3% |
| 6M | +30.1% | +6.0% | +24.1% | +27.7% |
| YTD | +22.0% | +15.5% | +6.5% | +16.8% |
| 1Y | +23.7% | +16.2% | +7.5% | +18.2% |
| 3Y | +62.0% | +76.9% | -15.0% | +36.1% |
| 5Y | -12.4% | +29.3% | -41.7% | -20.6% |
| 10Y | +236.1% | +298.3% | -62.2% | +127.5% |
| All | +7,464.4% | +3,920.0% | +3,544.4% | +3,203.3% |
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