+646.7%
NSC vs BAH
+1,056.2%
-409.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -1.7% |
| 7D | -6.6% | -3.5% | -3.1% | -5.8% |
| 30D | +2.2% | +24.3% | -22.1% | -3.5% |
| 3M | -6.2% | +16.3% | -22.5% | -10.2% |
| 6M | +1.7% | +13.6% | -11.9% | -2.6% |
| YTD | +12.2% | +3.5% | +8.7% | +8.7% |
| 1Y | +15.4% | +2.7% | +12.7% | +11.8% |
| 3Y | +73.3% | -26.6% | +99.9% | +76.1% |
| 5Y | +24.7% | +8.5% | +16.2% | +9.1% |
| 10Y | +324.5% | +225.1% | +99.4% | +166.3% |
| All | +646.7% | +1,056.2% | -409.5% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling