+23.4%
NSC vs A
+24.4%
-1.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +1.8% |
| 30D | +8.8% | +3.6% | +5.2% | +8.8% |
| 3M | +1.2% | +27.5% | -26.2% | +1.3% |
| 6M | +11.3% | +58.5% | -47.1% | +12.1% |
| YTD | +20.7% | +31.2% | -10.5% | +25.0% |
| 1Y | +23.4% | +22.2% | +1.2% | +30.2% |
| All | +23.4% | +24.4% | -1.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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