+299.9%
NSC vs AR
+58.9%
+240.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -3.5% | +2.1% | -5.6% | -3.8% |
| 30D | +3.9% | +4.5% | -0.6% | +3.3% |
| 3M | -0.8% | +1.0% | -1.8% | -1.1% |
| 6M | +7.1% | +4.4% | +2.7% | +6.2% |
| YTD | +16.4% | +10.9% | +5.6% | +14.1% |
| 1Y | +16.9% | +8.6% | +8.4% | +14.7% |
| 3Y | +78.4% | +48.5% | +29.9% | +65.5% |
| 5Y | +33.1% | +95.7% | -62.6% | +17.1% |
| 10Y | +299.9% | +55.5% | +244.4% | +243.6% |
| All | +299.9% | +58.9% | +240.9% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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