+66.2%
NDAQ vs NSC
+31.3%
+34.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +18.0% | +1.7% | +16.3% | +17.3% |
| 3M | +11.5% | -2.6% | +14.1% | +12.4% |
| 6M | +21.1% | +6.4% | +14.7% | +18.1% |
| YTD | +12.8% | +15.5% | -2.7% | +6.3% |
| 1Y | +25.7% | +17.6% | +8.1% | +17.6% |
| 3Y | +116.8% | +75.0% | +41.8% | +68.3% |
| All | +66.2% | +31.3% | +34.9% | +43.4% |
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 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