+19.0%
EWZ vs NSC
+74.1%
-55.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -1.5% | -6.6% | +5.1% | -0.3% |
| 30D | -24.5% | +2.2% | -26.7% | -25.0% |
| 3M | -10.7% | -6.2% | -4.5% | -9.8% |
| 6M | -19.1% | +1.7% | -20.8% | -19.8% |
| YTD | +1.6% | +12.2% | -10.6% | -1.5% |
| 1Y | +4.3% | +15.4% | -11.1% | +0.5% |
| 3Y | +19.0% | +73.3% | -54.4% | +1.7% |
| All | +19.0% | +74.1% | -55.1% | +1.7% |
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