+2,067.4%
NSC vs AU
+793.6%
+1,273.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -5.5% | -3.6% | -1.9% | -5.2% |
| 30D | -3.2% | +23.9% | -27.1% | -4.9% |
| 3M | +7.7% | +19.1% | -11.4% | +5.8% |
| 6M | +4.5% | -0.2% | +4.7% | +3.8% |
| YTD | +15.6% | +32.5% | -16.9% | +11.8% |
| 1Y | +19.8% | +96.9% | -77.1% | +11.8% |
| 3Y | +70.1% | +614.7% | -544.6% | +40.0% |
| 5Y | +46.1% | +647.7% | -601.6% | +18.0% |
| 10Y | +328.1% | +679.2% | -351.1% | +226.9% |
| All | +2,067.4% | +793.6% | +1,273.8% | +1,433.6% |
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