+780.7%
GOOG vs NSC
+332.1%
+448.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.9% |
| 7D | 0.0% | -2.8% | +2.8% | +1.1% |
| 30D | -2.0% | -4.5% | +2.6% | -0.2% |
| 3M | -5.9% | +3.5% | -9.4% | -7.6% |
| 6M | +8.9% | +8.5% | +0.4% | +4.5% |
| YTD | +7.1% | +12.3% | -5.2% | +1.1% |
| 1Y | +39.7% | +18.9% | +20.7% | +28.7% |
| 3Y | +145.8% | +74.1% | +71.7% | +85.9% |
| 5Y | +138.6% | +43.9% | +94.7% | +94.5% |
| All | +780.7% | +332.1% | +448.6% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling