+15.5%
NSC vs BB
+100.0%
-84.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.8% |
| 7D | -5.4% | +15.0% | -20.3% | -5.5% |
| 30D | +2.9% | +3.5% | -0.5% | +2.8% |
| 3M | -2.2% | +2.7% | -4.8% | -2.2% |
| 6M | +5.3% | +44.7% | -39.5% | +2.5% |
| YTD | +14.8% | +143.3% | -128.5% | +8.2% |
| All | +15.5% | +100.0% | -84.5% | +9.5% |
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