+2,101.3%
NSC vs AU
+617.7%
+1,483.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | +4.2% | -4.4% | +8.6% | +4.4% |
| 3M | -0.2% | -10.0% | +9.7% | +0.3% |
| 6M | +7.6% | -14.5% | +22.0% | +8.1% |
| YTD | +17.4% | +6.4% | +11.0% | +15.2% |
| 1Y | +18.3% | +7.7% | +10.6% | +15.9% |
| 3Y | +79.8% | +514.1% | -434.3% | +49.6% |
| 5Y | +34.3% | +386.5% | -352.2% | +12.1% |
| 10Y | +303.1% | +851.3% | -548.2% | +200.7% |
| All | +2,101.3% | +617.7% | +1,483.6% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling