+832.1%
NSC vs ACWI
+356.8%
+475.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.5% | -6.0% | -6.0% |
| 30D | -3.2% | +0.9% | -4.1% | -4.1% |
| 3M | +7.7% | +2.4% | +5.3% | +4.6% |
| 6M | +4.5% | +12.4% | -7.9% | -7.9% |
| YTD | +15.6% | +15.2% | +0.4% | -0.8% |
| 1Y | +19.8% | +22.7% | -2.9% | -3.7% |
| 3Y | +70.1% | +75.8% | -5.7% | -5.3% |
| 5Y | +46.1% | +67.7% | -21.6% | -15.6% |
| 10Y | +328.1% | +229.0% | +99.1% | +28.6% |
| All | +832.1% | +356.8% | +475.3% | +115.6% |
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