+302.5%
NSC vs BB
+33.0%
+269.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.3% |
| 7D | -5.4% | +15.0% | -20.3% | -6.6% |
| 30D | +2.9% | +3.5% | -0.5% | +2.3% |
| 3M | -2.2% | +2.7% | -4.8% | -3.0% |
| 6M | +5.3% | +44.7% | -39.5% | -0.2% |
| YTD | +14.8% | +143.3% | -128.5% | +2.6% |
| 1Y | +16.6% | +102.2% | -85.6% | +6.1% |
| 3Y | +78.6% | +156.1% | -77.5% | +53.5% |
| 5Y | +27.2% | -17.6% | +44.8% | +18.8% |
| 10Y | +302.5% | +29.0% | +273.6% | +199.9% |
| All | +302.5% | +33.0% | +269.5% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling