+33.1%
NSC vs BAH
+8.7%
+24.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -3.5% | -1.6% | -1.9% | -3.4% |
| 30D | +3.9% | +18.0% | -14.1% | +1.9% |
| 3M | -0.8% | +11.4% | -12.2% | -2.2% |
| 6M | +7.1% | +17.7% | -10.6% | +4.7% |
| YTD | +16.4% | +5.4% | +11.1% | +14.6% |
| 1Y | +16.9% | +2.8% | +14.2% | +15.4% |
| 3Y | +78.4% | -26.7% | +105.0% | +76.4% |
| 5Y | +33.1% | +8.1% | +25.0% | +16.2% |
| All | +33.1% | +8.7% | +24.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling