+53.8%
NDAQ vs NSC
+46.1%
+7.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.6% | -1.5% | -1.0% | -2.1% |
| 30D | +0.5% | -1.9% | +2.4% | +1.1% |
| 3M | +9.9% | +6.2% | +3.7% | +7.5% |
| 6M | +8.2% | +9.2% | -1.0% | +4.5% |
| YTD | -1.5% | +15.0% | -16.5% | -6.9% |
| 1Y | +1.3% | +21.1% | -19.8% | -6.2% |
| 3Y | +92.6% | +78.6% | +14.0% | +48.6% |
| All | +53.8% | +46.1% | +7.6% | +29.5% |
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