+284.9%
NSC vs ALB
+32.4%
+252.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +2.5% | -5.8% | +8.2% | +3.7% |
| 30D | +1.7% | -4.5% | +6.2% | +2.4% |
| 3M | -2.6% | -28.1% | +25.5% | +3.6% |
| 6M | +6.4% | -53.2% | +59.6% | +22.9% |
| YTD | +15.5% | -33.3% | +48.8% | +21.2% |
| 1Y | +17.6% | -17.4% | +35.0% | +17.2% |
| 3Y | +75.0% | -14.1% | +89.1% | +58.4% |
| 5Y | +32.2% | -64.0% | +96.2% | +44.1% |
| All | +284.9% | +32.4% | +252.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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