+154.6%
JPM vs NSC
+44.4%
+110.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -1.4% | -1.0% | -1.7% |
| 30D | -2.3% | -3.4% | +1.0% | -0.9% |
| 3M | +14.9% | +5.1% | +9.8% | +11.8% |
| 6M | +23.6% | +9.2% | +14.4% | +17.6% |
| YTD | +11.3% | +13.4% | -2.1% | +3.8% |
| 1Y | +19.9% | +20.8% | -0.9% | +8.4% |
| 3Y | +162.6% | +76.1% | +86.5% | +92.8% |
| 5Y | +154.6% | +45.3% | +109.3% | +99.0% |
| All | +154.6% | +44.4% | +110.3% | +99.0% |
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