+2,327.9%
NDAQ vs NSC
+2,269.8%
+58.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -2.4% | -5.5% | +3.1% | +0.2% |
| 30D | +2.5% | -3.2% | +5.7% | +4.0% |
| 3M | +9.9% | +7.7% | +2.2% | +5.8% |
| 6M | +9.4% | +4.5% | +4.9% | +6.3% |
| YTD | +0.4% | +15.6% | -15.1% | -7.4% |
| 1Y | +4.0% | +19.8% | -15.8% | -5.9% |
| 3Y | +94.4% | +70.1% | +24.3% | +43.6% |
| 5Y | +56.7% | +46.1% | +10.6% | +22.5% |
| 10Y | +375.3% | +328.1% | +47.2% | +100.4% |
| All | +2,327.9% | +2,269.8% | +58.1% | +455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling