+74.6%
NSC vs A
+26.9%
+47.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -5.5% | -1.9% | -3.6% | -5.1% |
| 30D | -3.2% | +6.9% | -10.1% | -4.9% |
| 3M | +7.7% | +9.2% | -1.6% | +5.1% |
| 6M | +4.5% | +25.7% | -21.2% | -2.2% |
| YTD | +15.6% | +11.5% | +4.0% | +12.5% |
| 1Y | +19.8% | +18.4% | +1.5% | +13.6% |
| All | +74.6% | +26.9% | +47.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling