-17.2%
F vs NSC
+31.3%
-48.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | -3.1% | +2.5% | -5.6% | -4.6% |
| 30D | 0.0% | +1.7% | -1.7% | -1.1% |
| 3M | -13.2% | -2.6% | -10.7% | -12.1% |
| 6M | -10.2% | +6.4% | -16.6% | -14.7% |
| YTD | -4.9% | +15.5% | -20.4% | -14.9% |
| 1Y | -6.1% | +17.6% | -23.7% | -17.0% |
| 3Y | +46.0% | +75.0% | -29.0% | -6.2% |
| All | -17.2% | +31.3% | -48.5% | -36.0% |
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