+298.3%
NSC vs ALLE
+217.2%
+81.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +3.6% | +25.9% | -22.3% | -8.7% |
| 3M | -1.4% | +14.9% | -16.3% | -8.9% |
| 6M | +6.0% | +42.1% | -36.2% | -13.4% |
| YTD | +15.5% | +20.4% | -4.9% | +2.5% |
| 1Y | +16.2% | +14.9% | +1.4% | +5.8% |
| 3Y | +76.9% | +90.1% | -13.2% | +18.3% |
| 5Y | +29.3% | +53.0% | -23.7% | -4.5% |
| 10Y | +298.3% | +208.8% | +89.5% | +101.5% |
| All | +298.3% | +217.2% | +81.1% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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