+117.2%
NDAQ vs NSC
+80.6%
+36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +1.7% | +1.6% | +0.1% | +1.2% |
| 30D | +16.2% | +4.2% | +12.0% | +15.1% |
| 3M | +14.0% | -0.2% | +14.2% | +14.0% |
| 6M | +22.3% | +7.6% | +14.7% | +19.7% |
| YTD | +13.0% | +17.4% | -4.4% | +7.6% |
| 1Y | +24.0% | +18.3% | +5.7% | +17.8% |
| All | +117.2% | +80.6% | +36.5% | +81.1% |
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