+29.3%
NSC vs ALB
-62.6%
+91.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.9% | +1.2% |
| 7D | -3.4% | +5.3% | -8.7% | -4.1% |
| 30D | +3.6% | -6.3% | +9.9% | +4.3% |
| 3M | -1.4% | -27.4% | +26.0% | +2.2% |
| 6M | +6.0% | -53.1% | +59.0% | +15.7% |
| YTD | +15.5% | -32.3% | +47.8% | +18.7% |
| 1Y | +16.2% | -7.3% | +23.5% | +13.9% |
| 3Y | +76.9% | -14.9% | +91.9% | +65.9% |
| 5Y | +29.3% | -62.0% | +91.3% | +33.9% |
| All | +29.3% | -62.6% | +91.9% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling