+873.7%
NSC vs ACWI
+347.2%
+526.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -0.7% |
| 7D | +1.8% | -0.5% | +2.3% | +2.2% |
| 30D | +8.8% | -1.6% | +10.5% | +10.4% |
| 3M | +1.2% | -1.3% | +2.6% | +2.3% |
| 6M | +11.3% | +5.8% | +5.5% | +4.2% |
| YTD | +20.7% | +12.7% | +8.0% | +5.6% |
| 1Y | +23.4% | +15.0% | +8.4% | +5.7% |
| 3Y | +87.1% | +77.5% | +9.6% | +2.7% |
| 5Y | +33.8% | +61.9% | -28.0% | -20.1% |
| 10Y | +356.6% | +236.1% | +120.5% | +34.0% |
| All | +873.7% | +347.2% | +526.5% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling