+32.3%
NSC vs BB
-17.6%
+49.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | +1.7% | +8.1% | -6.4% | +0.6% |
| 3M | -2.6% | -1.0% | -1.6% | -3.1% |
| 6M | +6.4% | +45.9% | -39.5% | -0.1% |
| YTD | +15.5% | +134.8% | -119.3% | +1.8% |
| 1Y | +17.6% | +104.6% | -87.0% | +5.2% |
| 3Y | +75.0% | +152.8% | -77.9% | +45.9% |
| All | +32.3% | -17.6% | +49.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling