-19.1%
EWZ vs NSC
+2.4%
-21.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.4% |
| 7D | -1.5% | -6.6% | +5.1% | -2.0% |
| 30D | -24.5% | +2.2% | -26.7% | -24.6% |
| 3M | -10.7% | -6.2% | -4.5% | -10.8% |
| 6M | -19.1% | +1.7% | -20.8% | -20.5% |
| All | -19.1% | +2.4% | -21.5% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling