+298.3%
NSC vs ACWI
+220.7%
+77.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -3.4% | -0.2% | -3.3% | -3.3% |
| 30D | +3.6% | -3.3% | +6.9% | +7.0% |
| 3M | -1.4% | -3.4% | +2.0% | +1.8% |
| 6M | +6.0% | +0.8% | +5.1% | +4.0% |
| YTD | +15.5% | +10.7% | +4.8% | +2.2% |
| 1Y | +16.2% | +11.6% | +4.6% | +1.9% |
| 3Y | +76.9% | +73.4% | +3.6% | -4.9% |
| 5Y | +29.3% | +60.2% | -30.9% | -24.5% |
| 10Y | +298.3% | +221.6% | +76.7% | +0.3% |
| All | +298.3% | +220.7% | +77.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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