+35.7%
NSC vs AS
+133.7%
-98.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.1% |
| 7D | -3.8% | +7.1% | -10.9% | -4.5% |
| 30D | +4.1% | +12.8% | -8.7% | +2.6% |
| 3M | -3.3% | -14.7% | +11.5% | -1.7% |
| 6M | +5.9% | -9.9% | +15.8% | +6.7% |
| YTD | +15.5% | -16.1% | +31.6% | +17.0% |
| 1Y | +19.3% | +0.2% | +19.2% | +18.0% |
| All | +35.7% | +133.7% | -98.0% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling