-38.7%
NOW vs NSC
+24.4%
-63.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | +0.3% |
| 7D | -27.5% | +1.8% | -29.3% | -26.4% |
| 30D | -20.0% | +8.8% | -28.9% | -15.1% |
| 3M | -7.9% | +1.2% | -9.1% | -6.9% |
| 6M | +18.3% | +11.3% | +7.0% | +29.0% |
| YTD | -29.0% | +20.7% | -49.7% | -17.6% |
| 1Y | -38.7% | +23.4% | -62.1% | -31.3% |
| All | -38.7% | +24.4% | -63.1% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling