+1,449.6%
NET vs NSC
+111.3%
+1,338.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -7.0% | -5.5% | -1.5% | -4.8% |
| 30D | -4.8% | -3.2% | -1.6% | -3.6% |
| 3M | +3.8% | +7.7% | -3.8% | +0.3% |
| 6M | +50.0% | +4.5% | +45.5% | +45.5% |
| YTD | +41.5% | +15.6% | +25.9% | +30.8% |
| 1Y | +32.8% | +19.8% | +13.0% | +20.7% |
| 3Y | +335.9% | +70.1% | +265.8% | +233.1% |
| 5Y | +113.8% | +46.1% | +67.7% | +76.5% |
| All | +1,449.6% | +111.3% | +1,338.3% | +1,026.1% |
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 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