-18.6%
NRG vs NSC
+20.4%
-38.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.3% |
| 7D | +7.1% | -5.5% | +12.6% | +8.0% |
| 30D | -1.4% | -3.2% | +1.8% | -0.9% |
| 3M | -10.5% | +7.7% | -18.1% | -11.9% |
| 6M | -26.7% | +4.5% | -31.3% | -28.1% |
| YTD | -24.5% | +15.6% | -40.1% | -25.9% |
| 1Y | -18.6% | +19.8% | -38.4% | -17.4% |
| All | -18.6% | +20.4% | -38.9% | -17.4% |
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 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