+78.4%
NSC vs ALLE
+90.7%
-12.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +4.1% | +20.6% | -16.5% | -3.8% |
| 3M | -3.3% | +11.4% | -14.7% | -7.7% |
| 6M | +5.9% | +42.5% | -36.7% | -9.5% |
| YTD | +15.5% | +18.9% | -3.4% | +6.1% |
| 1Y | +19.3% | +14.2% | +5.2% | +11.6% |
| All | +78.4% | +90.7% | -12.3% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling