+302.3%
NEM vs NSC
+332.1%
-29.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -1.0% | -2.8% | +1.8% | -0.5% |
| 30D | +7.8% | -4.5% | +12.3% | +8.8% |
| 3M | +30.2% | +3.5% | +26.7% | +29.2% |
| 6M | +9.6% | +8.5% | +1.1% | +7.6% |
| YTD | +27.8% | +12.3% | +15.5% | +24.5% |
| 1Y | +60.7% | +18.9% | +41.8% | +54.8% |
| 3Y | +245.3% | +74.1% | +171.2% | +206.6% |
| 5Y | +155.3% | +43.9% | +111.4% | +132.3% |
| All | +302.3% | +332.1% | -29.8% | +203.9% |
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