+831.5%
NSC vs ACWI
+330.1%
+501.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -0.6% |
| 7D | -3.8% | -4.0% | +0.2% | +0.2% |
| 30D | +4.1% | -5.8% | +9.9% | +10.3% |
| 3M | -3.3% | -5.0% | +1.8% | +1.5% |
| 6M | +5.9% | +0.7% | +5.2% | +4.1% |
| YTD | +15.5% | +8.4% | +7.1% | +5.0% |
| 1Y | +19.3% | +10.1% | +9.2% | +6.7% |
| 3Y | +79.0% | +70.8% | +8.3% | +2.1% |
| 5Y | +28.3% | +55.4% | -27.1% | -20.2% |
| 10Y | +336.8% | +223.3% | +113.5% | +33.3% |
| All | +831.5% | +330.1% | +501.4% | +128.1% |
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