+2,066.2%
NSC vs AU
+668.9%
+1,397.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.1% |
| 7D | -3.4% | +15.3% | -18.7% | -4.5% |
| 30D | +3.6% | -0.3% | +3.9% | +3.5% |
| 3M | -1.4% | -2.9% | +1.5% | -1.5% |
| 6M | +6.0% | -10.7% | +16.6% | +6.2% |
| YTD | +15.5% | +14.0% | +1.5% | +12.8% |
| 1Y | +16.2% | +32.5% | -16.3% | +12.0% |
| 3Y | +76.9% | +557.9% | -481.0% | +46.5% |
| 5Y | +29.3% | +441.0% | -411.7% | +7.0% |
| 10Y | +298.3% | +816.9% | -518.6% | +198.5% |
| All | +2,066.2% | +668.9% | +1,397.3% | +1,447.6% |
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