+376.8%
NDAQ vs NSC
+336.2%
+40.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -1.6% | -2.0% | +0.5% | -0.7% |
| 30D | -1.5% | -3.2% | +1.7% | -0.2% |
| 3M | +8.0% | +3.9% | +4.1% | +6.1% |
| 6M | +7.7% | +7.8% | -0.1% | +3.8% |
| YTD | -2.3% | +13.4% | -15.7% | -8.2% |
| 1Y | +0.6% | +20.3% | -19.8% | -7.9% |
| 3Y | +90.9% | +76.1% | +14.8% | +43.9% |
| 5Y | +52.5% | +45.0% | +7.5% | +23.4% |
| All | +376.8% | +336.2% | +40.7% | +145.7% |
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