+398.7%
NSC vs ALLE
+260.9%
+137.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -3.2% | -6.8% | +3.6% | +0.4% |
| 3M | +7.7% | +21.0% | -13.4% | -3.3% |
| 6M | +4.5% | +1.1% | +3.4% | +2.9% |
| YTD | +15.6% | -0.5% | +16.1% | +14.2% |
| 1Y | +19.8% | -7.3% | +27.1% | +22.6% |
| 3Y | +70.1% | +42.3% | +27.8% | +35.3% |
| 5Y | +46.1% | +13.5% | +32.7% | +28.5% |
| 10Y | +328.1% | +144.0% | +184.0% | +144.7% |
| All | +398.7% | +260.9% | +137.8% | +139.8% |
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 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