+284.9%
NSC vs ALLE
+211.7%
+73.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +2.5% | +3.6% | -1.1% | +0.6% |
| 30D | +1.7% | +25.9% | -24.2% | -10.4% |
| 3M | -2.6% | +15.8% | -18.3% | -10.3% |
| 6M | +6.4% | +48.1% | -41.7% | -15.0% |
| YTD | +15.5% | +22.0% | -6.5% | +1.8% |
| 1Y | +17.6% | +18.0% | -0.4% | +5.4% |
| 3Y | +75.0% | +93.1% | -18.1% | +16.0% |
| 5Y | +32.2% | +52.1% | -19.9% | -1.9% |
| All | +284.9% | +211.7% | +73.2% | +90.9% |
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