+302.5%
NSC vs ALM
+2,221.4%
-1,918.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.2% | +1.6% |
| 7D | -5.4% | +0.7% | -6.1% | -5.4% |
| 30D | +2.9% | -26.1% | +29.0% | +3.7% |
| 3M | -2.2% | -38.1% | +36.0% | -1.1% |
| 6M | +5.3% | -55.4% | +60.7% | +7.0% |
| YTD | +14.8% | -0.4% | +15.2% | +13.5% |
| 1Y | +16.6% | +25.4% | -8.8% | +14.4% |
| 3Y | +78.6% | +907.8% | -829.2% | +61.7% |
| 5Y | +27.2% | +440.2% | -413.0% | +15.9% |
| 10Y | +302.5% | +2,031.1% | -1,728.6% | +264.4% |
| All | +302.5% | +2,221.4% | -1,918.9% | +264.4% |
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