+504.6%
NOW vs NSC
+315.5%
+189.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.1% |
| 7D | -3.1% | -5.4% | +2.3% | -0.9% |
| 30D | -27.0% | +2.9% | -30.0% | -28.0% |
| 3M | -17.7% | -2.2% | -15.6% | -17.3% |
| 6M | +12.7% | +5.3% | +7.4% | +9.1% |
| YTD | -32.9% | +14.8% | -47.7% | -38.4% |
| 1Y | -40.4% | +16.6% | -56.9% | -45.7% |
| 3Y | -17.1% | +78.6% | -95.7% | -39.9% |
| 5Y | -25.7% | +27.2% | -52.9% | -37.3% |
| 10Y | +504.6% | +302.5% | +202.1% | +199.5% |
| All | +504.6% | +315.5% | +189.1% | +199.5% |
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