+120.0%
NSC vs ACI
+25.9%
+94.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -3.2% | +5.9% | -9.1% | -3.6% |
| 3M | +7.7% | -19.8% | +27.5% | +9.1% |
| 6M | +4.5% | -24.7% | +29.3% | +6.4% |
| YTD | +15.6% | -24.4% | +40.0% | +17.4% |
| 1Y | +19.8% | -31.5% | +51.3% | +22.8% |
| 3Y | +70.1% | -38.7% | +108.8% | +75.4% |
| 5Y | +46.1% | -42.8% | +88.9% | +49.7% |
| All | +120.0% | +25.9% | +94.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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