+309.6%
NSC vs AR
+44.3%
+265.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -6.6% | -14.3% | +7.6% | -5.0% |
| 30D | +2.2% | +1.4% | +0.7% | +1.9% |
| 3M | -6.2% | +3.4% | -9.6% | -6.8% |
| 6M | +1.7% | -2.1% | +3.7% | +1.5% |
| YTD | +12.2% | +4.7% | +7.5% | +10.7% |
| 1Y | +15.4% | +10.6% | +4.8% | +12.9% |
| 3Y | +73.3% | +24.6% | +48.7% | +64.1% |
| 5Y | +24.7% | +71.9% | -47.2% | +11.3% |
| All | +309.6% | +44.3% | +265.3% | +254.2% |
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