+46.2%
EXC vs NSC
+46.6%
-0.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.2% | -1.5% | +2.7% | +1.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.4% |
| 3M | -1.0% | +6.2% | -7.2% | -2.4% |
| 6M | -9.3% | +9.2% | -18.4% | -11.2% |
| YTD | +3.6% | +15.0% | -11.4% | +0.1% |
| 1Y | +5.9% | +21.1% | -15.2% | +1.0% |
| 3Y | +21.3% | +78.6% | -57.3% | +1.2% |
| 5Y | +46.2% | +45.9% | +0.3% | +27.5% |
| All | +46.2% | +46.6% | -0.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling