+30.0%
IR vs NSC
+76.9%
-46.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.7% |
| 7D | +5.0% | -5.4% | +10.4% | +8.2% |
| 30D | +10.3% | +2.9% | +7.4% | +8.3% |
| 3M | -0.1% | -2.2% | +2.1% | +0.9% |
| 6M | +14.8% | +5.3% | +9.5% | +10.8% |
| YTD | +9.7% | +14.8% | -5.0% | +1.2% |
| 1Y | +12.2% | +16.6% | -4.4% | +2.6% |
| 3Y | +30.0% | +78.6% | -48.6% | +2.1% |
| All | +30.0% | +76.9% | -46.9% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling