+323.6%
NSC vs ALM
+2,950.3%
-2,626.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -5.5% | -2.6% | -2.9% | -5.4% |
| 30D | -3.2% | +32.0% | -35.2% | -4.0% |
| 3M | +7.7% | -15.0% | +22.7% | +7.8% |
| 6M | +4.5% | -10.1% | +14.6% | +4.2% |
| YTD | +15.6% | +99.4% | -83.9% | +12.4% |
| 1Y | +19.8% | +316.4% | -296.5% | +13.8% |
| 3Y | +70.1% | +2,022.0% | -1,951.9% | +51.1% |
| 5Y | +46.1% | +941.2% | -895.1% | +31.2% |
| All | +323.6% | +2,950.3% | -2,626.7% | +271.1% |
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