+299.9%
NSC vs ALB
+35.3%
+264.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | +3.9% | -2.6% | +6.5% | +4.3% |
| 3M | -0.8% | -25.6% | +24.8% | +4.8% |
| 6M | +7.1% | -54.0% | +61.1% | +24.2% |
| YTD | +16.4% | -31.6% | +48.0% | +21.6% |
| 1Y | +16.9% | -6.6% | +23.5% | +13.3% |
| 3Y | +78.4% | -14.0% | +92.4% | +61.8% |
| 5Y | +33.1% | -62.5% | +95.6% | +43.6% |
| 10Y | +299.9% | +36.3% | +263.6% | +144.9% |
| All | +299.9% | +35.3% | +264.5% | +144.9% |
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