+84.1%
EWZ vs NSC
+326.8%
-242.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.2% |
| 7D | +5.6% | -1.5% | +7.1% | +6.3% |
| 30D | +9.3% | -1.9% | +11.2% | +10.1% |
| 3M | +15.7% | +6.2% | +9.5% | +11.8% |
| 6M | +7.4% | +9.2% | -1.7% | +2.0% |
| YTD | +22.7% | +15.0% | +7.7% | +13.2% |
| 1Y | +36.4% | +21.1% | +15.3% | +22.5% |
| 3Y | +50.4% | +78.6% | -28.2% | +5.1% |
| 5Y | +67.6% | +45.9% | +21.8% | +26.1% |
| 10Y | +84.1% | +326.9% | -242.8% | -26.9% |
| All | +84.1% | +326.8% | -242.8% | -26.9% |
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