+73.3%
NSC vs ALB
-16.8%
+90.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -6.6% | +9.1% | -15.7% | -7.4% |
| 30D | +2.2% | -3.4% | +5.6% | +2.4% |
| 3M | -6.2% | -20.6% | +14.4% | -4.3% |
| 6M | +1.7% | -48.2% | +49.9% | +7.9% |
| YTD | +12.2% | -29.2% | +41.5% | +14.1% |
| 1Y | +15.4% | +10.0% | +5.4% | +11.0% |
| 3Y | +73.3% | -12.9% | +86.2% | +62.0% |
| All | +73.3% | -16.8% | +90.2% | +62.0% |
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 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