+326.9%
NSC vs BAH
+182.5%
+144.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -1.5% | -4.3% | +2.8% | -0.4% |
| 30D | -1.9% | -4.5% | +2.5% | -0.9% |
| 3M | +6.2% | -7.6% | +13.8% | +7.9% |
| 6M | +9.2% | -10.6% | +19.8% | +11.3% |
| YTD | +15.0% | -12.6% | +27.6% | +16.7% |
| 1Y | +21.1% | -27.0% | +48.1% | +28.8% |
| 3Y | +78.6% | -31.5% | +110.1% | +80.7% |
| 5Y | +45.9% | -3.8% | +49.7% | +24.9% |
| 10Y | +326.9% | +183.9% | +142.9% | +150.6% |
| All | +326.9% | +182.5% | +144.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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