+78.6%
NSC vs ALC
+2.4%
+76.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -5.4% | +2.1% | -7.4% | -5.9% |
| 30D | +2.9% | +17.2% | -14.3% | -1.4% |
| 3M | -2.2% | +4.6% | -6.8% | -3.5% |
| 6M | +5.3% | +20.1% | -14.8% | -0.3% |
| YTD | +14.8% | -4.2% | +18.9% | +15.2% |
| 1Y | +16.6% | +2.1% | +14.5% | +14.6% |
| 3Y | +78.6% | +4.5% | +74.1% | +72.8% |
| All | +78.6% | +2.4% | +76.2% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling