+19.8%
NSC vs BB
+105.3%
-85.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -5.6% | +0.1% | -5.4% |
| 30D | -3.2% | -11.8% | +8.6% | -2.9% |
| 3M | +7.7% | -25.5% | +33.2% | +7.9% |
| 6M | +4.5% | +121.3% | -116.7% | -2.0% |
| YTD | +15.6% | +103.2% | -87.6% | +8.8% |
| 1Y | +19.8% | +102.6% | -82.8% | +11.0% |
| All | +19.8% | +105.3% | -85.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling