+1,381.0%
NET vs NSC
+120.7%
+1,260.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -16.4% | +1.8% | -18.1% | -17.0% |
| 30D | -25.8% | +8.8% | -34.7% | -28.5% |
| 3M | -11.5% | +1.2% | -12.8% | -12.4% |
| 6M | +18.9% | +11.3% | +7.6% | +12.5% |
| YTD | +35.2% | +20.7% | +14.5% | +22.4% |
| 1Y | +14.5% | +23.4% | -8.9% | +2.5% |
| 3Y | +313.8% | +87.1% | +226.7% | +202.6% |
| 5Y | +32.6% | +33.8% | -1.2% | +9.7% |
| All | +1,381.0% | +120.7% | +1,260.3% | +954.1% |
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