+298.3%
NSC vs BAH
+210.6%
+87.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +3.6% | +18.2% | -14.6% | -0.7% |
| 3M | -1.4% | +13.1% | -14.5% | -4.7% |
| 6M | +6.0% | +15.2% | -9.2% | +1.3% |
| YTD | +15.5% | +6.0% | +9.5% | +11.3% |
| 1Y | +16.2% | +3.1% | +13.1% | +12.7% |
| 3Y | +76.9% | -26.2% | +103.1% | +78.6% |
| 5Y | +29.3% | +9.3% | +20.0% | +8.5% |
| 10Y | +298.3% | +212.3% | +86.0% | +145.9% |
| All | +298.3% | +210.6% | +87.7% | +145.9% |
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