+67.9%
NI vs NSC
+73.4%
-5.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | -1.4% | -4.5% | +3.1% | -0.5% |
| 3M | -10.6% | +3.5% | -14.1% | -11.3% |
| 6M | -9.3% | +8.5% | -17.8% | -11.0% |
| YTD | +1.1% | +12.3% | -11.2% | -1.4% |
| 1Y | +3.4% | +18.9% | -15.6% | -0.3% |
| 3Y | +67.9% | +74.1% | -6.3% | +36.1% |
| All | +67.9% | +73.4% | -5.5% | +36.1% |
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 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