+252.1%
INTC vs NSC
+332.1%
-79.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +7.5% | -2.8% | +10.2% | +9.0% |
| 30D | +2.0% | -4.5% | +6.5% | +4.2% |
| 3M | -12.0% | +3.5% | -15.5% | -14.4% |
| 6M | +114.5% | +8.5% | +106.0% | +101.9% |
| YTD | +179.0% | +12.3% | +166.6% | +156.1% |
| 1Y | +318.3% | +18.9% | +299.3% | +271.8% |
| 3Y | +171.2% | +74.1% | +97.1% | +92.3% |
| 5Y | +107.6% | +43.9% | +63.7% | +61.2% |
| All | +252.1% | +332.1% | -79.9% | +64.2% |
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