+326.9%
NSC vs BB
+3.3%
+323.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -1.9% | -12.4% | +10.4% | -0.8% |
| 3M | +6.2% | -15.3% | +21.5% | +7.1% |
| 6M | +9.2% | +128.8% | -119.6% | -1.4% |
| YTD | +15.0% | +107.7% | -92.6% | +4.9% |
| 1Y | +21.1% | +103.9% | -82.8% | +10.2% |
| 3Y | +78.6% | +72.6% | +6.0% | +59.9% |
| 5Y | +45.9% | -24.3% | +70.1% | +37.7% |
| 10Y | +326.9% | +3.1% | +323.7% | +218.6% |
| All | +326.9% | +3.3% | +323.6% | +218.6% |
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