+35.8%
NSC vs AS
+120.4%
-84.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -5.5% | -4.9% | -0.6% | -5.0% |
| 30D | -3.2% | -19.6% | +16.4% | -0.9% |
| 3M | +7.7% | -14.4% | +22.1% | +9.3% |
| 6M | +4.5% | -20.1% | +24.6% | +6.7% |
| YTD | +15.6% | -20.9% | +36.5% | +18.0% |
| 1Y | +19.8% | -21.9% | +41.7% | +22.3% |
| All | +35.8% | +120.4% | -84.6% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling