+100.1%
NSC vs ALC
+27.5%
+72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.7% |
| 7D | -3.5% | -6.3% | +2.7% | -0.9% |
| 30D | +3.9% | +12.6% | -8.7% | -1.3% |
| 3M | -0.8% | -3.8% | +3.0% | +0.5% |
| 6M | +7.1% | +16.8% | -9.7% | -0.6% |
| YTD | +16.4% | -7.6% | +24.0% | +18.5% |
| 1Y | +16.9% | -5.9% | +22.8% | +17.8% |
| 3Y | +78.4% | +0.6% | +77.8% | +68.3% |
| 5Y | +33.1% | -9.5% | +42.6% | +29.4% |
| All | +100.1% | +27.5% | +72.7% | +42.5% |
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