+309.6%
NSC vs A
+319.7%
-10.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.5% |
| 7D | -6.6% | -0.1% | -6.6% | -6.6% |
| 30D | +2.2% | +3.4% | -1.2% | +0.6% |
| 3M | -6.2% | +23.8% | -30.0% | -14.7% |
| 6M | +1.7% | +49.0% | -47.3% | -15.7% |
| YTD | +12.2% | +29.4% | -17.2% | -1.6% |
| 1Y | +15.4% | +19.4% | -4.0% | +4.9% |
| 3Y | +73.3% | +66.2% | +7.1% | +29.1% |
| 5Y | +24.7% | +15.8% | +8.9% | +8.3% |
| All | +309.6% | +319.7% | -10.1% | +96.3% |
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