+98.5%
NSC vs ALC
+30.4%
+68.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.9% |
| 7D | +2.5% | -1.1% | +3.6% | +2.9% |
| 30D | +1.7% | +16.0% | -14.3% | -4.7% |
| 3M | -2.6% | +0.8% | -3.4% | -3.3% |
| 6M | +6.4% | +16.8% | -10.4% | -1.3% |
| YTD | +15.5% | -5.5% | +21.0% | +16.4% |
| 1Y | +17.6% | -5.3% | +22.8% | +18.2% |
| 3Y | +75.0% | +4.1% | +70.9% | +62.5% |
| 5Y | +32.2% | -7.1% | +39.2% | +26.9% |
| All | +98.5% | +30.4% | +68.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling