+193.5%
NRG vs NSC
+42.7%
+150.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -4.7% | -2.8% | -1.9% | -3.7% |
| 30D | -6.0% | -4.5% | -1.5% | -4.4% |
| 3M | -8.0% | +3.5% | -11.5% | -9.5% |
| 6M | -23.2% | +8.5% | -31.7% | -26.0% |
| YTD | -28.1% | +12.3% | -40.4% | -31.7% |
| 1Y | -27.3% | +18.9% | -46.2% | -32.7% |
| 3Y | +208.7% | +74.1% | +134.5% | +135.5% |
| All | +193.5% | +42.7% | +150.8% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling