+1,464.0%
NRG vs NSC
+2,340.5%
-876.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.5% |
| 30D | -6.8% | -3.4% | -3.4% | -5.4% |
| 3M | -7.1% | +5.1% | -12.2% | -9.5% |
| 6M | -27.6% | +9.2% | -36.8% | -30.9% |
| YTD | -29.2% | +13.4% | -42.6% | -33.7% |
| 1Y | -29.9% | +20.8% | -50.7% | -36.3% |
| 3Y | +198.7% | +76.1% | +122.6% | +122.2% |
| 5Y | +192.9% | +45.3% | +147.6% | +134.2% |
| 10Y | +1,084.1% | +335.7% | +748.4% | +444.2% |
| All | +1,464.0% | +2,340.5% | -876.5% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling