+29.3%
NSC vs ALC
-9.1%
+38.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.1% |
| 7D | -3.4% | +2.3% | -5.8% | -4.2% |
| 30D | +3.6% | +15.5% | -11.9% | -1.4% |
| 3M | -1.4% | +0.6% | -2.0% | -1.8% |
| 6M | +6.0% | +18.4% | -12.4% | -0.6% |
| YTD | +15.5% | -5.6% | +21.1% | +16.5% |
| 1Y | +16.2% | 0.0% | +16.2% | +14.5% |
| 3Y | +76.9% | +2.8% | +74.1% | +67.5% |
| 5Y | +29.3% | -8.8% | +38.1% | +22.8% |
| All | +29.3% | -9.1% | +38.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling