+132.5%
GOOGL vs NSC
+44.1%
+88.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | -1.9% | -2.0% | +0.2% | -1.2% |
| 30D | -7.5% | -3.2% | -4.3% | -6.5% |
| 3M | -9.2% | +3.9% | -13.1% | -10.7% |
| 6M | +8.1% | +7.8% | +0.3% | +4.6% |
| YTD | +5.8% | +13.4% | -7.6% | +0.4% |
| 1Y | +38.3% | +20.3% | +18.0% | +28.4% |
| 3Y | +144.8% | +76.1% | +68.7% | +85.7% |
| 5Y | +132.5% | +45.0% | +87.5% | +90.8% |
| All | +132.5% | +44.1% | +88.5% | +90.8% |
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