+4.3%
EWZ vs NSC
+16.2%
-11.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | -1.5% | -6.6% | +5.1% | -0.9% |
| 30D | -24.5% | +2.2% | -26.7% | -24.9% |
| 3M | -10.7% | -6.2% | -4.5% | -10.1% |
| 6M | -19.1% | +1.7% | -20.8% | -20.3% |
| YTD | +1.6% | +12.2% | -10.6% | -3.0% |
| 1Y | +4.3% | +15.4% | -11.1% | -2.8% |
| All | +4.3% | +16.2% | -11.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling