+23.4%
NSC vs AS
+3.3%
+20.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.6% |
| 7D | +1.8% | +13.8% | -12.0% | +1.0% |
| 30D | +8.8% | +16.7% | -7.8% | +7.7% |
| 3M | +1.2% | -11.5% | +12.8% | +1.9% |
| 6M | +11.3% | -5.5% | +16.9% | +11.5% |
| YTD | +20.7% | -14.2% | +34.9% | +21.1% |
| 1Y | +23.4% | +2.1% | +21.3% | +25.0% |
| All | +23.4% | +3.3% | +20.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling