+329.1%
NSC vs A
+246.7%
+82.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -5.5% | -1.9% | -3.6% | -4.7% |
| 30D | -3.2% | +6.9% | -10.1% | -6.0% |
| 3M | +7.7% | +9.2% | -1.6% | +3.4% |
| 6M | +4.5% | +25.7% | -21.2% | -7.0% |
| YTD | +15.6% | +11.5% | +4.0% | +8.2% |
| 1Y | +19.8% | +18.4% | +1.5% | +8.4% |
| 3Y | +70.1% | +26.6% | +43.5% | +43.9% |
| 5Y | +46.1% | -12.8% | +58.9% | +46.2% |
| All | +329.1% | +246.7% | +82.4% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling