+514.0%
NOW vs NSC
+296.2%
+217.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +0.3% | +2.5% | -2.2% | -0.7% |
| 30D | -27.0% | +1.7% | -28.7% | -27.6% |
| 3M | -19.6% | -2.6% | -17.1% | -19.1% |
| 6M | +17.5% | +6.4% | +11.0% | +13.2% |
| YTD | -33.3% | +15.5% | -48.7% | -38.9% |
| 1Y | -39.8% | +17.6% | -57.4% | -45.4% |
| 3Y | -19.9% | +75.0% | -94.9% | -41.4% |
| 5Y | -26.1% | +32.2% | -58.2% | -38.7% |
| All | +514.0% | +296.2% | +217.7% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling