+2,340.5%
EXC vs NSC
+5,745.4%
-3,404.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.3% | -5.5% | +5.8% | +1.7% |
| 30D | -3.7% | -3.2% | -0.5% | -3.0% |
| 3M | -1.3% | +7.7% | -9.0% | -3.3% |
| 6M | -9.7% | +4.5% | -14.2% | -11.0% |
| YTD | +2.9% | +15.6% | -12.7% | -1.3% |
| 1Y | +4.4% | +19.8% | -15.5% | -0.9% |
| 3Y | +22.2% | +70.1% | -47.9% | +3.8% |
| 5Y | +46.7% | +46.1% | +0.6% | +28.5% |
| 10Y | +155.3% | +328.1% | -172.7% | +68.7% |
| All | +2,340.5% | +5,745.4% | -3,404.8% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling