+32.3%
NSC vs ALM
+410.2%
-378.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -1.8% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | +1.7% | -19.3% | +21.0% | +2.2% |
| 3M | -2.6% | -40.6% | +38.1% | -1.5% |
| 6M | +6.4% | -57.9% | +64.3% | +8.2% |
| YTD | +15.5% | -6.7% | +22.2% | +14.3% |
| 1Y | +17.6% | +20.2% | -2.6% | +15.4% |
| 3Y | +75.0% | +879.4% | -804.5% | +57.3% |
| All | +32.3% | +410.2% | -378.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling