+1,926.8%
NSC vs BB
+307.3%
+1,619.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -3.3% |
| 7D | -6.6% | +3.8% | -10.4% | -7.0% |
| 30D | +2.2% | -0.3% | +2.5% | +1.9% |
| 3M | -6.2% | -0.5% | -5.8% | -6.8% |
| 6M | +1.7% | +45.9% | -44.2% | -3.6% |
| YTD | +12.2% | +130.6% | -118.4% | +1.3% |
| 1Y | +15.4% | +89.2% | -73.8% | +6.1% |
| 3Y | +73.3% | +137.5% | -64.2% | +51.2% |
| 5Y | +24.7% | -20.9% | +45.6% | +18.1% |
| 10Y | +324.5% | +25.4% | +299.1% | +245.7% |
| All | +1,926.8% | +307.3% | +1,619.5% | +1,509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling