+309.6%
NSC vs ACWI
+219.0%
+90.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.6% | -2.4% | -4.3% | -4.3% |
| 30D | +2.2% | -5.2% | +7.3% | +7.7% |
| 3M | -6.2% | -4.8% | -1.4% | -1.7% |
| 6M | +1.7% | -1.3% | +3.0% | +2.0% |
| YTD | +12.2% | +8.4% | +3.8% | +1.5% |
| 1Y | +15.4% | +11.0% | +4.4% | +1.6% |
| 3Y | +73.3% | +70.6% | +2.8% | -5.3% |
| 5Y | +24.7% | +55.3% | -30.6% | -24.7% |
| All | +309.6% | +219.0% | +90.6% | +6.4% |
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