+668.9%
NSC vs BAH
+886.2%
-217.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -5.5% | -3.2% | -2.3% | -4.7% |
| 30D | -3.2% | +2.0% | -5.2% | -3.9% |
| 3M | +7.7% | -7.6% | +15.3% | +9.3% |
| 6M | +4.5% | -5.7% | +10.2% | +4.9% |
| YTD | +15.6% | -11.7% | +27.3% | +17.0% |
| 1Y | +19.8% | -27.4% | +47.2% | +27.4% |
| 3Y | +70.1% | -32.5% | +102.6% | +75.9% |
| 5Y | +46.1% | -3.3% | +49.5% | +31.3% |
| 10Y | +328.1% | +186.0% | +142.1% | +178.1% |
| All | +668.9% | +886.2% | -217.3% | +235.9% |
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 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