+5,122.5%
NI vs NSC
+5,718.1%
-595.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | -1.7% | -1.9% | +0.3% | -1.3% |
| 3M | -8.0% | +6.2% | -14.2% | -9.4% |
| 6M | -8.6% | +9.2% | -17.8% | -10.7% |
| YTD | +2.3% | +15.0% | -12.7% | -1.3% |
| 1Y | +6.9% | +21.1% | -14.1% | +1.9% |
| 3Y | +70.6% | +78.6% | -8.0% | +46.2% |
| 5Y | +96.4% | +45.9% | +50.5% | +75.2% |
| 10Y | +136.1% | +326.9% | -190.7% | +63.3% |
| All | +5,122.5% | +5,718.1% | -595.5% | +1,998.9% |
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 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