+284.9%
NSC vs AU
+818.2%
-533.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +2.5% | -7.2% | +9.7% | +2.7% |
| 30D | +1.7% | -2.9% | +4.6% | +1.7% |
| 3M | -2.6% | -8.7% | +6.1% | -2.4% |
| 6M | +6.4% | -14.1% | +20.6% | +6.7% |
| YTD | +15.5% | +4.8% | +10.7% | +14.5% |
| 1Y | +17.6% | +11.9% | +5.7% | +16.2% |
| 3Y | +75.0% | +513.8% | -438.8% | +58.5% |
| 5Y | +32.2% | +379.3% | -347.1% | +19.3% |
| All | +284.9% | +818.2% | -533.4% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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