+615.0%
F vs NSC
+5,745.4%
-5,130.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +5.3% | -5.5% | +10.8% | +8.2% |
| 30D | +4.6% | -3.2% | +7.8% | +6.1% |
| 3M | -3.7% | +7.7% | -11.3% | -7.5% |
| 6M | +16.8% | +4.5% | +12.3% | +13.3% |
| YTD | +15.3% | +15.6% | -0.3% | +6.3% |
| 1Y | +31.0% | +19.8% | +11.2% | +18.5% |
| 3Y | +45.4% | +70.1% | -24.7% | +9.1% |
| 5Y | +54.7% | +46.1% | +8.5% | +25.6% |
| 10Y | +98.2% | +328.1% | -229.9% | -5.1% |
| All | +615.0% | +5,745.4% | -5,130.4% | -2.4% |
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