+13,447.0%
GOOG vs NSC
+1,838.1%
+11,608.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | -5.1% | -1.9% | -3.1% | -4.4% |
| 3M | -7.1% | +6.2% | -13.3% | -9.7% |
| 6M | +12.7% | +9.2% | +3.5% | +8.0% |
| YTD | +7.1% | +15.0% | -7.9% | +0.4% |
| 1Y | +43.6% | +21.1% | +22.5% | +31.8% |
| 3Y | +146.8% | +78.6% | +68.2% | +88.8% |
| 5Y | +133.7% | +45.9% | +87.8% | +92.1% |
| 10Y | +773.3% | +326.9% | +446.5% | +353.0% |
| All | +13,447.0% | +1,838.1% | +11,608.9% | +3,829.3% |
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