+250.5%
NEM vs NSC
+75.0%
+175.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +3.1% | -2.0% | +5.1% | +3.6% |
| 30D | +10.0% | -3.2% | +13.2% | +10.9% |
| 3M | +30.9% | +3.9% | +27.0% | +29.3% |
| 6M | +10.5% | +7.8% | +2.7% | +7.8% |
| YTD | +29.7% | +13.4% | +16.3% | +24.7% |
| 1Y | +71.1% | +20.3% | +50.8% | +61.6% |
| All | +250.5% | +75.0% | +175.5% | +167.9% |
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 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