+78.6%
NSC vs ALB
-13.4%
+92.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -5.4% | +9.5% | -14.8% | -6.2% |
| 30D | +2.9% | -2.1% | +5.1% | +3.1% |
| 3M | -2.2% | -24.1% | +22.0% | +0.3% |
| 6M | +5.3% | -51.0% | +56.3% | +12.4% |
| YTD | +14.8% | -29.3% | +44.1% | +16.7% |
| 1Y | +16.6% | +3.2% | +13.4% | +13.0% |
| 3Y | +78.6% | -9.3% | +87.9% | +66.1% |
| All | +78.6% | -13.4% | +92.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling