+3.4%
EXC vs NSC
+20.4%
-17.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.7% | -5.5% | +4.9% | +0.2% |
| 30D | -4.6% | -3.2% | -1.4% | -4.2% |
| 3M | -2.2% | +7.7% | -9.9% | -3.2% |
| 6M | -10.6% | +4.5% | -15.1% | -11.8% |
| YTD | +1.9% | +15.6% | -13.6% | +0.2% |
| 1Y | +3.4% | +19.8% | -16.4% | +1.0% |
| All | +3.4% | +20.4% | -17.0% | +1.0% |
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