+98.5%
NSC vs ALC
+30.3%
+68.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.2% |
| 7D | -3.4% | +2.3% | -5.8% | -4.4% |
| 30D | +3.6% | +15.5% | -11.9% | -2.7% |
| 3M | -1.4% | +0.6% | -2.0% | -2.0% |
| 6M | +6.0% | +18.4% | -12.4% | -2.2% |
| YTD | +15.5% | -5.6% | +21.1% | +16.5% |
| 1Y | +16.2% | 0.0% | +16.2% | +14.0% |
| 3Y | +76.9% | +2.8% | +74.1% | +65.4% |
| 5Y | +29.3% | -8.8% | +38.1% | +25.6% |
| All | +98.5% | +30.3% | +68.3% | +40.1% |
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