+298.3%
NSC vs ALM
+2,040.7%
-1,742.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.9% | +0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -3.3% |
| 30D | +3.6% | -31.4% | +35.0% | +4.6% |
| 3M | -1.4% | -40.6% | +39.2% | -0.2% |
| 6M | +6.0% | -58.6% | +64.6% | +7.9% |
| YTD | +15.5% | -7.6% | +23.1% | +14.5% |
| 1Y | +16.2% | +13.8% | +2.4% | +14.3% |
| 3Y | +76.9% | +842.1% | -765.2% | +60.3% |
| 5Y | +29.3% | +407.4% | -378.1% | +17.9% |
| 10Y | +298.3% | +2,079.4% | -1,781.1% | +259.6% |
| All | +298.3% | +2,040.7% | -1,742.4% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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