+398.3%
NSC vs ALLE
+331.3%
+67.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.8% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +4.1% | +20.6% | -16.5% | -6.0% |
| 3M | -3.3% | +11.4% | -14.7% | -9.0% |
| 6M | +5.9% | +42.5% | -36.7% | -13.2% |
| YTD | +15.5% | +18.9% | -3.4% | +3.5% |
| 1Y | +19.3% | +14.2% | +5.2% | +9.2% |
| 3Y | +79.0% | +90.7% | -11.7% | +21.3% |
| 5Y | +28.3% | +52.5% | -24.2% | -4.2% |
| 10Y | +336.8% | +231.2% | +105.6% | +114.1% |
| All | +398.3% | +331.3% | +67.0% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling