+2,837.2%
NSC vs ALB
+2,835.3%
+1.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.8% |
| 7D | -5.5% | -8.1% | +2.6% | -3.3% |
| 30D | -3.2% | +6.3% | -9.5% | -5.3% |
| 3M | +7.7% | -23.6% | +31.2% | +15.0% |
| 6M | +4.5% | -24.6% | +29.1% | +10.5% |
| YTD | +15.6% | -10.3% | +25.8% | +14.3% |
| 1Y | +19.8% | +61.5% | -41.6% | -3.0% |
| 3Y | +70.1% | -34.0% | +104.1% | +64.6% |
| 5Y | +46.1% | -44.6% | +90.7% | +38.3% |
| 10Y | +328.1% | +76.1% | +252.0% | +140.0% |
| All | +2,837.2% | +2,835.3% | +1.9% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling