+112.5%
NET vs NSC
+46.2%
+66.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -7.0% | -5.5% | -1.5% | -3.6% |
| 30D | -4.8% | -3.2% | -1.6% | -3.0% |
| 3M | +3.8% | +7.7% | -3.8% | -1.8% |
| 6M | +50.0% | +4.5% | +45.5% | +42.8% |
| YTD | +41.5% | +15.6% | +25.9% | +24.5% |
| 1Y | +32.8% | +19.8% | +13.0% | +13.6% |
| 3Y | +335.9% | +70.1% | +265.8% | +161.8% |
| All | +112.5% | +46.2% | +66.3% | +41.2% |
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