+309.6%
NSC vs ALLE
+222.4%
+87.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -6.6% | -0.6% | -6.1% | -6.3% |
| 30D | +2.2% | +25.3% | -23.2% | -9.8% |
| 3M | -6.2% | +10.3% | -16.5% | -11.4% |
| 6M | +1.7% | +38.0% | -36.4% | -15.6% |
| YTD | +12.2% | +17.8% | -5.5% | +0.8% |
| 1Y | +15.4% | +13.6% | +1.8% | +5.7% |
| 3Y | +73.3% | +89.2% | -15.9% | +16.1% |
| 5Y | +24.7% | +51.1% | -26.4% | -7.4% |
| All | +309.6% | +222.4% | +87.2% | +103.3% |
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