+78.4%
NSC vs ACWI
+70.4%
+8.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -1.8% |
| 7D | -3.8% | -4.0% | +0.2% | -1.1% |
| 30D | +4.1% | -5.8% | +9.9% | +8.3% |
| 3M | -3.3% | -5.0% | +1.8% | 0.0% |
| 6M | +5.9% | +0.7% | +5.2% | +4.4% |
| YTD | +15.5% | +8.4% | +7.1% | +7.0% |
| 1Y | +19.3% | +10.1% | +9.2% | +9.1% |
| All | +78.4% | +70.4% | +8.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling