+27.2%
NSC vs ALLE
+55.0%
-27.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.6% |
| 7D | -5.4% | -0.6% | -4.7% | -5.1% |
| 30D | +2.9% | +26.6% | -23.7% | -7.4% |
| 3M | -2.2% | +13.2% | -15.3% | -7.6% |
| 6M | +5.3% | +42.9% | -37.6% | -10.8% |
| YTD | +14.8% | +21.0% | -6.3% | +4.0% |
| 1Y | +16.6% | +15.2% | +1.4% | +8.1% |
| 3Y | +78.6% | +95.6% | -17.0% | +27.1% |
| 5Y | +27.2% | +53.4% | -26.2% | -1.0% |
| All | +27.2% | +55.0% | -27.8% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling