-15.8%
F vs NSC
+23.9%
-39.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +1.0% |
| 7D | +1.6% | -6.6% | +8.2% | +5.8% |
| 30D | +2.6% | +2.2% | +0.5% | +1.2% |
| 3M | -8.8% | -6.2% | -2.6% | -5.4% |
| 6M | +4.6% | +1.7% | +2.9% | +2.3% |
| YTD | -1.9% | +12.2% | -14.1% | -10.6% |
| 1Y | -0.8% | +15.4% | -16.2% | -11.3% |
| 3Y | +43.5% | +73.3% | -29.9% | -7.5% |
| All | -15.8% | +23.9% | -39.7% | -31.0% |
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 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