+66.5%
EWZ vs NSC
+296.2%
-229.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | +0.8% | +2.5% | -1.7% | -0.4% |
| 30D | -24.4% | +1.7% | -26.1% | -25.3% |
| 3M | -4.6% | -2.6% | -2.0% | -3.9% |
| 6M | -11.6% | +6.4% | -18.0% | -15.2% |
| YTD | +2.4% | +15.5% | -13.1% | -6.2% |
| 1Y | +2.1% | +17.6% | -15.5% | -7.3% |
| 3Y | +18.7% | +75.0% | -56.3% | -16.3% |
| 5Y | +54.2% | +32.2% | +22.0% | +23.6% |
| All | +66.5% | +296.2% | -229.8% | -25.6% |
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