+302.5%
NSC vs BAH
+218.8%
+83.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.0% |
| 30D | +2.9% | +17.3% | -14.3% | -1.1% |
| 3M | -2.2% | +14.9% | -17.0% | -5.8% |
| 6M | +5.3% | +14.2% | -9.0% | +0.8% |
| YTD | +14.8% | +5.1% | +9.6% | +10.9% |
| 1Y | +16.6% | +2.1% | +14.5% | +13.3% |
| 3Y | +78.6% | -26.0% | +104.6% | +79.9% |
| 5Y | +27.2% | +9.0% | +18.2% | +6.7% |
| 10Y | +302.5% | +208.8% | +93.7% | +150.0% |
| All | +302.5% | +218.8% | +83.8% | +150.0% |
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