-28.6%
NOW vs NSC
+20.5%
-49.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.3% |
| 7D | -6.1% | -1.5% | -4.6% | -7.0% |
| 30D | +7.5% | -1.9% | +9.4% | +6.2% |
| 3M | +17.5% | +6.2% | +11.3% | +22.5% |
| 6M | +7.9% | +9.2% | -1.2% | +17.2% |
| YTD | -12.4% | +15.0% | -27.4% | -4.3% |
| 1Y | -28.6% | +21.1% | -49.6% | -23.1% |
| All | -28.6% | +20.5% | -49.0% | -23.1% |
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