+590.9%
JPM vs NSC
+332.1%
+258.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -0.7% | -2.8% | +2.1% | +1.0% |
| 30D | -2.5% | -4.5% | +2.1% | +0.1% |
| 3M | +14.1% | +3.5% | +10.6% | +11.2% |
| 6M | +25.1% | +8.5% | +16.6% | +17.9% |
| YTD | +12.1% | +12.3% | -0.2% | +3.3% |
| 1Y | +18.8% | +18.9% | -0.1% | +5.7% |
| 3Y | +163.4% | +74.1% | +89.3% | +79.4% |
| 5Y | +156.5% | +43.9% | +112.6% | +92.0% |
| All | +590.9% | +332.1% | +258.8% | +180.4% |
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