+295.3%
NSC vs AR
+47.5%
+247.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -6.2% | -14.3% | +8.0% | -4.6% |
| 30D | +2.6% | +1.4% | +1.1% | +2.3% |
| 3M | -5.8% | +3.4% | -9.2% | -6.4% |
| 6M | +2.1% | -2.1% | +4.2% | +1.9% |
| YTD | +12.7% | +4.7% | +8.0% | +11.1% |
| 1Y | +15.9% | +10.6% | +5.3% | +13.4% |
| 3Y | +74.0% | +24.6% | +49.5% | +64.8% |
| 5Y | +25.2% | +71.9% | -46.7% | +11.7% |
| All | +295.3% | +47.5% | +247.8% | +241.5% |
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