-16.3%
NOW vs NSC
+74.1%
-90.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | -3.0% | -6.6% | +3.6% | -2.4% |
| 30D | -26.0% | +2.2% | -28.2% | -26.2% |
| 3M | -13.1% | -6.2% | -6.9% | -12.7% |
| 6M | +14.5% | +1.7% | +12.8% | +13.7% |
| YTD | -33.4% | +12.2% | -45.7% | -35.8% |
| 1Y | -40.6% | +15.4% | -56.0% | -43.3% |
| 3Y | -16.3% | +73.3% | -89.6% | -30.3% |
| All | -16.3% | +74.1% | -90.4% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling