+192.2%
EWT vs NSC
+75.0%
+117.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | +4.8% | -3.4% | +8.2% | +5.5% |
| 3M | +11.1% | +5.1% | +6.1% | +9.6% |
| 6M | +54.6% | +9.2% | +45.4% | +50.6% |
| YTD | +71.4% | +13.4% | +58.0% | +65.2% |
| 1Y | +82.1% | +20.8% | +61.3% | +72.5% |
| All | +192.2% | +75.0% | +117.2% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling