+47.4%
NSC vs ALB
-44.4%
+91.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | -5.5% | -8.1% | +2.6% | -4.6% |
| 30D | -3.2% | +6.3% | -9.5% | -4.1% |
| 3M | +7.7% | -23.6% | +31.2% | +10.9% |
| 6M | +4.5% | -24.6% | +29.1% | +7.2% |
| YTD | +15.6% | -10.3% | +25.8% | +15.0% |
| 1Y | +19.8% | +61.5% | -41.6% | +8.4% |
| 3Y | +70.1% | -34.0% | +104.1% | +68.9% |
| All | +47.4% | -44.4% | +91.8% | +47.5% |
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