+295.3%
NSC vs ALB
+38.4%
+256.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -6.2% | +9.1% | -15.3% | -7.9% |
| 30D | +2.6% | -3.4% | +6.0% | +3.1% |
| 3M | -5.8% | -20.6% | +14.8% | -1.9% |
| 6M | +2.1% | -48.2% | +50.3% | +15.4% |
| YTD | +12.7% | -29.2% | +41.9% | +16.9% |
| 1Y | +15.9% | +10.0% | +5.9% | +8.3% |
| 3Y | +74.0% | -12.9% | +87.0% | +57.7% |
| 5Y | +25.2% | -61.3% | +86.5% | +34.1% |
| All | +295.3% | +38.4% | +256.9% | +140.0% |
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