-39.8%
NOW vs NSC
+16.6%
-56.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +0.6% |
| 7D | +0.3% | +2.5% | -2.2% | +1.8% |
| 30D | -27.0% | +1.7% | -28.7% | -25.8% |
| 3M | -19.6% | -2.6% | -17.1% | -20.9% |
| 6M | +17.5% | +6.4% | +11.0% | +24.4% |
| YTD | -33.3% | +15.5% | -48.7% | -24.3% |
| 1Y | -39.8% | +17.6% | -57.4% | -33.5% |
| All | -39.8% | +16.6% | -56.4% | -33.5% |
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 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